You wouldn't unlock the sim card. If it's on a post-paid account, you'd manage the roaming options in self-serve.
If you're looking to unlock your handset, agreed with Sophia. Unlock iPhone from carrier, unlock Android on eBay.
When looking for a local wireless service provider in Egypt, you'll get GSM on frequencies 900/1800, and 3G on 2100 MHz. Most phones available to the Canadian market for the past few years should be able to handle 3G across the globe (with a handful of exceptions). If you have an older handset, you might only get 2G with Vodaphone in Egypt. A non-smartphone from Rogers/Fido might not work on 2G in Egypt. Since you said you have a Koodo sim card, safe to assume you have a smartphone that supports 3G/LTE in Canada?