Not necessarily, just because you rooted your android device doesn't mean that you unlock the bootloader. You must understand that is very different root from unlock bootloader and they have different uses too.
Root your phone means that now you have the sudo permission(admin permission) and you are able to manage your android as you want. Remove stock apps, edit the system files (that is dangerous if you doesn't know what you're doing!) and lot of new possibilities.
boot unlock your phone means that you can install a custom recovery boot, like the most knows: ClockWorkMod (CWM) and TeamWin Recovery Project. And also be able to install a custom ROM like CyanogenMod, Paranoid, or other Android Open Source Project (AOSP) ROM.
As different devices have diferent methods to unlock the boot, it should search on google with your exact model and how to unlock it. But most devices uses fastboot as the unlock method (Sony, Nexus - Samsung not, I used odin too).
Yes, it can brick you phone if you don't make it right. The tool CF-Auto-Root explicit alerts:
UNLOCK BOOTLOADERS If you have locked bootloaders, flashing one of
these will probably brick your device - with the exception of Nexus
devices, which will usually automatically "OEM unlock" and wipe your
How to check if your device is rooted:
How to check if your device is boot unlocked:
Please check search on google for tutorials, because change for each brand and model. But note that it is more an advance feature than a simple root and easily could get you phone wicked if somethings went wrong.
This site might help you, it for Samsung galaxy s4: