Depends on what you mean by "use". .

. . .of course you can
read anywhere! How you go about downloading will depend on what model of Kindle you have and what country you're in.
Prior to late summer 2008, Kindles only had modems good in the US. . .so if you traveled abroad, you had to load up before you went, or plan on being able to download to a computer and transfer to the Kindle by wire.
When the "International" version of the Kindle and the DX came along, the cell modem was such that it had the ability to connect to overseas networks. So, although Amazon US was still the only place to buy one, it became possible for Amazon to market them as available and usable to overseas customers. There were and are additional charges for doing so, and the book selection may differ depending on what country you are in.
With the K3, which also has WiFi. . .you are no longer dependent upon finding a compatible cell phone network. . . .If you can find a public/open WiFi hotspot you can still download books directly. But the cell radio is the same as the former Kindle, so it should also work that way if you can locate and connect a compatible network.
Of course, you can also still download via computer and transfer by wire.