From the Apple site:
About the unlocked iPhone.
The unlocked iPhone includes all the features of iPhone but without a contract commitment. You can activate and use it on the supported GSM wireless network of your choice. The unlocked iPhone 4, iPhone 4S and iPhone 5 will not work with CDMA-based carriers. An unlocked iPhone 5 may not support LTE networks in all other countries; contact service providers for details.
If you don’t want a multiyear service contract or if you prefer to use a local carrier when traveling abroad, the unlocked iPhone is the best choice. It arrives without a SIM card, so you’ll need an active SIM card from any supported GSM carrier worldwide. To start using it, simply insert the SIM card into the slot on your iPhone and turn it on by pressing and holding the On/Off button for a few seconds. Then follow the onscreen instructions to set up your iPhone.
Question from someone who totally doesn't get how these things work: If you buy it at the Apple store, and they give you a SIM, how does that SIM get connected to your Rogers account?
You log into your account online and swap the sim. The apple store will assist you and will provide a free sim for your iPhone. My brother bought a 4s last year on apple.ca and went to the apple store in the eaton Ctr and they set up his phone. You just need you user I'd for online access. I think they have access to the providers account system to facilitate this. Apple will provide a free sim for any of the supported providers.