Hi @YunMunChung, welcome to our forum!
The devices are not region locked in any way and as long as the operator that you are planning to use supports the bands that the device supports and that the specific device in some cases needs to be activated in the network in the country that you are going to visit. In Europe that works just fine, however I'm not 100% certain how it works in Japan because in Japan there are other model numbers of Xperia devices and it's as far as I know, not the exact same model that is launched in other markets.
Below are the bands that the Xperia XZ1 Compact supports.
- UMTS HSPA+ 1, 2, 4, 5, 6, 8, 19 MHz
- GSM GPRS/EDGE 850, 900, 1800, 1900 MHz
- LTE (Bands 1, 2, 3, 4, 5, 7, 8, 12, 13, 17, 19, 20, 25, 26, 28, 29, 32, 38, 39, 40, 41, 66)
I would recommend that if you have the possibility to contact the operator that you plan to use in Japan to make sure that their network supports the model and that they support some of the bands.
I hope that helps! 
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