Can I use an iPhone 6s in Sri Lanka if I purchase it in Dubai?
If you buy a LOCKED phone, you can only use it with the carrier to which it is locked. An UNLOCKED phone is usable on any carrier in any country, assuming it uses the same frequency bands. You would need to purchase a local SIM card for every network on which you need to use the phone.

Fortunately the iPhone 6s supports more bands than almost any other phone, so it should work in almost every country.

For this flexibility, there is a price - an unlocked phone is usually much more expensive than a locked phone. But for the ability to use it anywhere in the world, that additional price might be worth it.