My country doesn't support ESIM

I have bought a new iPhone 14 pro max - unlocked one - from USA and then travel abroad, when I reach other country and going to open my new iPhone I heard about esim and

i didn’t know what is it mean and wether my new iPhone have only esim or it have a place for SIM card specially this country doesn’t have esim yet, what shall I do?

[Re-Titled by Moderator]