you insert a Thai sim card onto your phone. So it's not roaming and you don't have to turn it on. Usually the seller will just set everything up for you. You just need to keep your local sim card or turn back on your e-sim when you get back to your country.
you can easily get a local Thai sim card once you land at the airport.
Same for Vietnam. Not sure for Cambodia but most likely the same. Easy and no need to do something extra before you arrive. One caveat is if you arrive late at night, then not if these shops will be open.