Why? The sim tells your network who you are. That's where your phone number lives. It has to go into tray in the correct way. Usually the sim has a corner cut off and will only fit into tray one way. Be gentle lest you wreck the card/phone!
The phone won't do anything unless you have an account with a carrier. If you have an account with a carrier, they'll usually supply their own SIM card, and install it.