I'm thinking to buy IPhone 6s [mabybe Plus] from Apple's website. They are offering SIM-FREE version of those. What I want to ask is ... does SIM-FREE mean UNLOCKED and ready to use iphone anywhere in world?
The correct term is FU - Factory Unlocked, but SIM-FREE or UNLOCKED are widely used. This means that you the phone is not locked to a certain service provider.
Although there are different type of networks around the world, your iPhone 6s will work with most of them, both with voice and data, as long as you insert a local simcard. Exception might be China or if a specific carrier cannot support iPhones at all or refuses to support people who don't buy iPhones from them.
If you want to get the fastest available LTE network speeds, things get a little bit more complicated. The list on http://www.apple.com/iphone/LTE/ will show you which phone you should get to access these fast speeds. As you can see this list is far from complete - there's a lot of countries not on it. This doesn't mean your iPhone won't work over there.
Your iPhone 6s will still work and switch back to another - lower broadband wireless - access speed. Still very much usable though.
The iPhone comes unlocked and without a SIM card. You should be able to use it in the countries listed here http://www.apple.com/iphone/LTE/