A locked device was bought for me, can it b in locked?

You can try requesting an unlock code here: https://www.att.com/deviceunlock/#/. As long as the device passes the AT&T eligibility requirements check it should be pretty straightforward. If not, maybe your boyfriend needs to have his friend complete whatever requirements are missing.

I have had my Note 4 for almost 2 years. I asked AT&T to unlock it and was told the phone has to be on AT&T for 6 months and then they will unlock it. I have been on AT&T for years but I did not know I had to notify of the new phone. I posted it to my account but they don't look at that. They said when you get a new phone you should notify them. They took my information and told me that after 6 months from the date I told them about the phone they would unlock it.

I am going to Europe and want to put a sims card from Europe inthe phone while traveling. It will be after the 6 months time for out trip so I will be ok.

You can either wait the 6 months and put in another request or contact @ATTMobilityCare. Since you've had the phone so long and have been using it as a gophone longer than 6 months already, they may be able to waive the 6 month requirement and process the unlock now.