Not prompted to enter unlock codes on samsung galaxy s4

I have received unlock codes from at&t for two samsung galaxy s4 phones that I plan to use with non-at&t sim cards. The instructions say to remove the battery, replace the same card with a non at&t one, to put that battery back in, turn the phone on, and then enter the code when prompted. I have followed all instructions but when I turn the phone on I am never prompted to enter any unlock codes. How can I enter the unlock codes? If the phones are already unlocked how can I know?