I'm living in Belgium and a friend of mine wants to buy me an iphone (14pro) on apple.com my question is if I would be able to use the phone outside of the us (maybe its locked)?

If you buy the phone from apple.com it will not be locked, however, it can only be ordered from and delivered to an address in the US that is not a freight forwarder. Please also see the other replies about no physical SIM and no warranty outside of the US. Orange and Ubibi support eSIMs in Belgium, there are some countries around the world (including in Europe) that do not.

There is an important note: All iPhone 14 models selling in the U.S. HAS NO PHYSICAL SIM CARD SLOT. Depending on your local carrier policy, you may not be able to connect to the carrier network without at least one physical SIM card.

Your friend needs to purchase the phone in Belgium, or another European Union country since the phone would not have any warranty at all in Belgium or the E.U. if it were purchased in the U.S.

The bottom line.....always purchase the phone in the country in which it will be used most of the time.