Can I still receive SMS after the PIN code of my mobile phone is locked?

Whether the SMS can be received has nothing to do with whether it is locked or not. You can receive it as long as you don't turn it off, but if it is locked, you can't see the message until you find the password to unlock it. Otherwise, even if you change your mobile phone, you won't see the information you want. Of course, if you turn off your phone before receiving the message, it is not within this range, because you can directly change your mobile phone to receive the message.