Yes your SIM Card and your phone number are linked. So as long as your phone is unlocked your phone should be able to "read your SIM'. Your number is SIM specific and not phone specific as your SIM Card and phone registers with the local towers.

In most cases you should see a free Text stating"Welcome to France Orange Mobile" along with dialing instructions. You can then use the phone like normal.

With CDMA phones your SIM is phone specific. An unlocked phone allows you to essentially put in any SIM and the provider will allow you to switch SIMS to other devices. You can also store your contacts to your SIM Card as well.

For Data/Internet you will need the APN settings such as wap.orangemobile.net etc. This tells the phone how to access the Internet/Data.

I hope this helps. You can go to a cellphone dealer and they can tell you exactly how their SIM works on your unlocked device.