Do I have to go to the store to get my phone unlocked

Assuming, by the support document you posted from that you want to unlock it from a carrier, no, you should not need to go a carrier store to unlock it from them.

Just follow the steps in the support document you posted from as well as the carrier's own unlock procedures from their own website to unlock it.

Apple does not unlock iPhones that are locked to a carrier, only the carrier can do this.

Hi!

First of all, by saying "unlock" do you mean to have it erased because you can't go past your lock screen because it's disabled, or do you mean to have it unlocked by your carrier to be able to use it with a different provider?

If you mean the latter, you can contact your carrier (e.g. AT&T, T-Mobile, Sprint, etc...) to request device unlock so that you can use it with a different carrier. Just be advised that the process may take 24 hours to fully unlock your iPhone from its carrier.

Or if you mean to have it unlocked because it's disabled, you can remotely erase your iPhone by connecting it to iTunes on your Mac or Windows PC, just don't forget your Apple ID so that you can reactivate your iPhone again after resetting.

Hope this helps!

In what way is it "locked"?