Is my iPhone locked with iCloud or not? I don't have SIM Card yet I bought an iPhone 5C from a friend and I'm not sure if it's Activation Locked or not and I don't have a SIM card yet. He hasn't used it and didn't know anything about that, he got it second hand.  

When I got the phone it was stuck at the lock screen because of too many password attempts. I've put it in restore mode, and now the phone is "formated/restored"

When turning the phone back on, it first asks my country, then it wants me to connect to Wi-Fi, which I do, and next it says I need to put a SIM card (not pin-locked) in.

If the iPhone was Activation locked, does it ask for the Apple ID after you connect to Wi-Fi or after you put a SIM card in?

Can you provide a step-by-step guide?
The easiest manner to check is from this web site:


https://www.icloud.com/activationlock/ 


If that fails, the older method still works in all cases and Apple describes the steps here:


http://support.apple.com/kb/HT5818


Expand the portion that says (in the english version) How do I check for Activation Lock before purchasing a used device?

It states:


  Follow each of these steps to make sure that you can use the device
  you purchase:
  
  Turn the device on and slide to unlock. If the passcode lock screen or
  the home screen appears, the device has not been erased. Ask the
  seller to completely erase the device by going to Settings > General >
  Reset > Erase All Content and Settings. Do not take ownership of any
  used iPhone, iPad, or iPod touch until it has been erased.
  
  Begin the device setup process. After choosing a language, choosing a
  country, and connecting to a network, the device will begin
  activation. If you are asked for the previous owner’s Apple ID and
  password, the device is still linked to their account. Hand the device
  back to the seller and ask them to enter their password.


On iOS 7, the part where you are asked if you want to enter your Apple ID is the step that means it's not locked to another iCloud account. If you cannot enter your new Apple ID from the setup you will see a prompt to enter an existing password and can conclude that it's not released from the previous owner.

Since you're not getting to that step, either get a SIM card that satisfied the carrier lock on that device or perhaps connect it to iTunes and see if you can restore the device. In my experience, iTunes also checks if the device is locked and will tell you to remove the iCloud lock before it lets you restore the device when it's at the point where you can start the setup assistant.