SIM not supported outside US

https://www.att.com/deviceunlock/

It's the PHONE that needs unlocking 

If you are no longer an AT&T customer make sure that you click on the "no" bubble on the first page of the form

You need to request as a non-customer.  In other words, answer no the the question whether you have an AT&T phone number.  That way, the only information you have to enter is the IMEI number.

I entered as a non-customer, and entered the IMEI number, on the next page they asked me for my first and last name, and my email, after I entered everything correctly and proceeded to the next step, they informed me that it would not be possible because " we cant unlock this device for you because we didn't sell or activate it"

I entered as a non-customer, and entered the IMEI number, on the next page they asked me for my first and last name, and my email, after I entered everything correctly and proceeded to the next step, they informed me that it would not be possible because  "we can't unlock this device for you because we didn't sell or activate it"

That message means that the IMEI isn’t in the database.  Did you use the phone with an AT&T SIM in the US while connected to the AT&T cell network?

That means the IMEI is not registered in the AT&T database. That may mean the phone is not locked, or that it was not activated and used for the minimum required time.

Unfortunately AT&T is unlikely to be helpful. This is why I always recommend people buy unlocked phones. You can buy an unlocked iPhone direct from Apple and use it on any carrier without it becoming carrier locked.