How do I figure out if my iPhone is iCloud locked?
If you have a SIM card you should definitely install it and try again.

However, considering your message is about the activation server being unreachable, I would also recommend checking Apple's System Status page. Once there, check in particular for the colour of the circle next to iOS Device Activation (usually listed in the 2nd column). If the circle isn't green, try activating your iPhone again later.

In terms of your concern/question about determining if it is iCloud locked, you will know this if you're being prompted to sign in with an Apple ID in order to activate it. If you are, then it has an activation lock.

For more information you can read Find My iPhone Activation Lock.

Finally, for general support on activation issues you can refer to: If you can‘t activate your iPhone.