IPhone 4S Unlock on Orange Network (Uk)?

I bought a iPhone 4s in uk and came to aus. But it is locked. How can i unlock it. I don't have the sim too.

It depends on exactly what the phone is asking for.
Unless it is asking for a PUK code you won't need a sim.
If it asks for a sim subsidy unlock code or a "sim network unlock code" this means the phone is "carrier locked" to a service provider and you will have to contact that provider to get the unlock codes. All service providers have different terms and conditions for giving out unlock codes for devices they provide with their services.
Finally, if the phone is simply asking for a pin code to unlock the device itself, this can be bypassed by performing a master reset on the phone.