Missing items doesn't happen often, but when it does, here's where to find the answer:
That thing you use to open the SIM card tray
If you did not, for whatever reason, receive one of these in the box with your phone then you can use a paper clip, bobby pin or similarly sized poking object to open the SIM tray. Also, yes, I don't know the specific name of it.
If you ordered a phone and the accessories did not arrive with it, contact Customer Care and we will make sure you get your requested items as soon as possible.