Technically, you should be able to insert the SIM card, but it won't work if the dongle is GSM enabled. CDMA and GSM modes are two different technologies and while GSM is widely spread in Europe, CDMA is used in USA and Eastern countries.
However, there is no application or setting to use to modify the dongle's connecting technology. If it's GSM, then you need a GSM enabled SIM card or it won't work.