You have 3 things going on here, so I do not understand what you are looking for.
#1, if your phone is unlocked, that means you can use a sim card from another carrier, not just AT&T. That has nothing to do with sideloading or the update.
#2, AT&T (until the update comes out) has blocked sideloading. Sideloading is installing apps not from market, like your from memory card or from your computer. To side load applications you either root the phone and enable it, use the side load wonder machine, or use ADB
#3, system updates, there is one over the air update for the phone, but that was a while ago. People that flashed their phone back to stock with the one click Odin files, had an error issue. The last 2 updates require you use a program called kies mini. It downloads the update then flashes it to the phone.
With that, what exactly are you looking to do, which version of software do you have and what mods/flashes/tweaks have you done?