Will my iPhone work abroad with different sim?

Hi, am going abroad in like 2 days i was wondering if my iPhone 4 would work if i put a sim card from the country am going to, but on the same provider ( because my iphone's locked).
So yeah, if i buy an vodafone ( my provider) sim card which is from the country am going to, will my phone work - e.i. Internet, texting, and making phone calls in the country?
My iPhone's locked onto vodafone, hence why i will be purchasing a vodafone sim card.

It should if not locked, I have friends from India that take their iphones back to India and they do this by changing the sim to make local calls there.

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