Does AT&T S20 Ultra Work On MetroPCS?

Yes, if I recall correctly S20 Ultra devices sold in the US all support the same network frequencies regardless of carrier. However, the device must be unlocked through AT&T before use on Metro by T-Mobile. You can see AT&T's unlock policies here.

Does all the s20 ultra come unlocked regardless of Carrier? If not which carrier will work with MetroPCS?

No, only the unlocked models sold directly from Samsung, Amazon, or other retailers will be unlocked out of the box. Phones sold directly from carriers will almost always be locked to that carrier and require unlocking before use on a different carrier. Metro by T-Mobile supports T-Mobile devices and unlocked devices.

I saw your other comment about wanting to pay monthly instead of outright. I believe it is possible to pay for unlocked devices in monthly installments if you buy directly from Samsung's website.