Under the battery on the back of the phone it has a little picture of a SIM card, just above that picture is a little drawer or slide that pulls out... that is where your SIM card goes.
If you bought the phone from the store it is possible they put the SIM in for you and you just never realized it.
As the phone is a GSM phone it will not work without the SIM card except to make emergency calls.
In this picture, the SIM drawer is pulled down exposing the SIM... normally the drawer is pushed up (basically under the speaker) to hide it and allow space for the battery.
