Dear Mayur
As you are purchasing an iPhone in USA which is on contract the phone will be locked to the GSM Operators sim card that you purchased if from, in order to use the phone iwith a different sim card in your country you need to unlock your phone then you can follow the guidance notes to jailbreak and enter the limitless options in Cydia to personalize your device the way you prefer. Some operators do charge a fee to get the phones unlocked or you can get the code that is required to unlock the phone before you can jailbreak it.
I hope your question is answered and if you need further information please do not hesitate to contact us. We have several jailbreaking methods explained and good luck with your new purchase and jaibreaking. Please visit the link to jailbreak your phone as soon as you have it to the unlocked stage.