Any character may use a standard lock to protect their items. In addition, you may find that ancient treasures are often locked away behind locks of their own. Any Alliance lock must be approved by a marshal before use. Generally speaking, if you can demonstrate that you can pick your lock, then it will probably be allowed. Remember though that we prefer easy to pick locks, as it is the in-game skill itself that is supposed to be used and not the out-of-game skill of actually picking a very difficult lock. Combination locks are not allowed to be used by players but may be found in modules (where part of the module is discovering the combination).
If you have at least one rank of the Create Trap skill, you may attempt to pick any lock you encounter. This should be done in-game with whatever tools you have with you. While any Alliance trap will have been approved by a marshal, this doesn’t mean that you shouldn’t practice your skills - real-world skill can help when surrounded by monsters and trying to quickly open a treasure chest!
Note that, due to local laws, some chapters may have alternative methods of opening locks. Check with your local chapter to see if they have a different implementation.