If you ordered a Sprint phone, it should arrive with a SIM card.
Personally, I move the SIM card from my old phone to my new phone. If you want to keep the phone number your N10+ currently has for your Note 20 Ultra, I would recommend that you do the same.
I ordered unlocked to get the extra $50 accessories so no SIM will come with phone. Neither Samsung nor Sprint can tell me if current SIM will work, but either way I want to give N10+ to my son so I will need another SIM for one phone. Sprint says it is impossible to get a SIM without the IMEI #, and that makes no sense to me. When I got the N10+ (also unlocked) it took hours on the phone with Samsung and Sprint, plus driving around time searching for a SIM, to get phone activated to Sprint. Just trying to avoid this aggravation on new phone. Probably my last unlocked phone no matter what they offer for free.
The SIM card in the N10+ will work in the Note 20 Ultra. The easiest solution is to move the SIM card from the N10+ to the Note 20 Ultra. It will work immediately and your Note 20 Ultra will be on the network. Then get a new SIM card with new phone number for your son to use with the N10+.
I did the same thing for my son for Christmas and traded in his old phone, but his Sprint SIM from his Note 9 does not work in the unlocked Note 20 Ultra and Sprint doesn't allow you to order them online anymore. I only have until the 30th to send in his old phone, but I can't get the new one activated until I find a SIM card that works in the Note 20 ultra.