Is the app "SIM tools kit" important I´ve CM 12.1 without the gapps. I would like to know the importance of the "SIM tools kit" app (I don´t know if that´s the exact name in english, in Spanish for me it´s "Kit de herramientas de SIM"), and if removing it will damage something, although the only thing it does is to show me publicity of my SIM´s provider.

And I also want to know if that apps meets the definition of free software according to the GNU project. Or at least if I can see its source code and license.
According to the information I can find, the SIM toolkit is act as an interface to the cellular provider's services. Removing this will likely break phone's cellular capabilities, however I cannot confirm this as I do not want to risk deleting it on my device.

Because this toolkit is dependent on the SIM card itself and not the cellular provider, you will need to look up the source code and/or licensing for each SIM manufacturer individually.