CyanogenMod - in a vanilla or official build - will not typically contain a bootloader. On many devices there is really no good way to even overwrite the bootloader because it is on protected memory (the bootloader is "locked") and cannot be overwritten. It installs a boot image and a system image (i.e. writes to the `/boot` and `/system` partitions). I've heard that some builds will also come with a recovery image, but I have never seen one that did this.

Unlocking your SIM is unrelated to your firmware, and CM will not perform a SIM unlock for you. [CyanogenMod's wiki itself states][1]:

> CyanogenMod, however, does not "unlock" the device. Most carriers
> "lock" their handsets to prevent customers from buying a handset and
> moving to a different carrier. Carriers depend on these "exclusivity"
> agreements to bolster revenue. For example: if you buy an iPhone in
> the US, you are stuck with AT&T or Verizon, whichever you bought from.
> To use the handset on another carrier's network it would be necessary
> to "unlock" the handset. This is done with a code based on the IMEI of
> the handset that can be provided by your carrier or firms on the
> internet that are slightly more reliable than a Nigerian Prince.
> 
> Unlocking cannot be done by installing CyanogenMod, or any other
> firmware for that matter.

I would further assume that the bootloader on your device does not have any kind of bearing on the SIM lock. HTC allows bootloaders to be unlocked on certain devices, and [their website specifically state][2]s:

> Please note that unlocking your bootloader does not mean that you will
> be able to unlock the SIM lock. Unlocking your SIM lock is at the
> discretion of your operator/carrier and is not part of the bootloader
> unlocking scope.

I would guess this is likely similar on other devices, though I'm not specifically familiar with Huawei's hardware or software.


  [1]: http://wiki.cyanogenmod.com/wiki/What_is_CyanogenMod
  [2]: http://htcdev.com/bootloader