WhatsApp Messenger uses the same Internet data plan as web browsing and email on your phone. You may be charged for using WhatsApp and other data while you are roaming. Contact your wireless carrier for details about international roaming countries, SIMs, rates and policies.
If you do not have an international data plan, turn off Cellular Data and/or Data Roaming to avoid data roaming charges in 
iPhone Settings > Cellular > Data Roaming.
For iOS 6 and below go to iPhone Settings > General > Cellular > Data Roaming.
Using WhatsApp while your phone is connected to Wi-Fi should not incur charges from your carrier. Please note that some Wi-Fi networks may have charges or usage fees.
Even with your SIM card removed or your cellular connection disabled, you can continue using your existing number in WhatsApp when on Wi-Fi. If you have a local SIM card while traveling, you can use the Change Number feature to migrate your account to your new number.
Learn about roaming on: Android | Windows Phone | Nokia S40 | BlackBerry | Nokia S60 | BlackBerry 10
Cheers,
WhatsApp Support Team