Does having CWM mean bootloader is unlocked? I flashed CWM using Rom Manager. Does this mean that my Galaxy S4 bootloader is unlocked?

I'm using Samsung Galaxy S4 (SGH-I337M) (Canadian Telus)
Not per se. You can flash any recovery you like without unlocking the bootloader, but you need to unlock it to boot the recovery. If you flashed CWM and you can boot it, it shows that the bootloader is unlocked.