If my iPhone is locked to orange does it mean it has SIM card?

I just purchased an iPhone 4 which is locked to the orange network. Does this mean it will have a micro SIM card or is it a Verizon phone? Is there any way of telling before it arrives? Also how do you set up a Verizon phone?

It mean you can only use orange network sim card in that phone and no other network can be used.

Yes it micro SIM card but you can use the phone only onorange network