You don't "need" to jailbreak. Jailbreak is only so you can install malware-infested apps on your phone.
"unlock" allows you to run the phone on a different network than was intended.
There are software unlocks, that do require that you first jailbreak (in order to install the software unlock). But these only work for hardware/firmware combinations.
But you can get a hardware unlock. They are quite inexpensive. The best ones are a thin "piggyback" card that you slip in along with the SIM card from your carrier.
I don't see any reason, though, that you couldn't simply go to an AT&T or Apple store, sign up for an AT&T iPhone plan, and install the AT&T SIM. That's assuming, of course, that you are in the country permanently or long enough to make this worth-while.