WhatsApp Messenger uses the same Internet data plan as web browsing and email on your phone. If using your cellular data while roaming will normally result in additional charges, you may be charged extra by your mobile provider for using WhatsApp while 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 Data roaming options to avoid data roaming charges.
To confirm that your data roaming is disabled go to:
Windows Phone Settings > system > cellular+SIM or mobile network > Data roaming options > don't roam.
Provided you have Wi-Fi Internet access and active WhatsApp service, WhatsApp should be free to use over a Wi-Fi connection. Please note that some Wi-Fi networks may charge you for usage.
If data roaming is enabled on your device, we suggest that you set media auto-download to Wi-Fi only to avoid extra data charges. To learn more about how to configure your media auto-download settings, please read here.
While traveling, we recommend that you set your WhatsApp status to "I am currently roaming abroad, will reply when I am on Wi-Fi". This way your friends will know why you are not answering right away.
Even with your SIM card removed or your cellular connection disabled, you can continue using your existing number in WhatsApp over 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 more about data roaming settings on: Android | iPhone | Nokia S40 | BlackBerry | Nokia S60 | BlackBerry 10
Cheers,
WhatsApp Support Team