Lock rolls are performed when an entity, usually a PC, attempts a Lockpick. When a PC wins a Lockpick roll against a Challenge, the Challenge is instantly defeated regardless of EP total unless otherwise specified. Locks may also be found on other features, such as treasure chests, found within a region. Successful Lockpicks can result in the PCs winning treasure, opening new routes, or other various effects as defined by the scenario.
Sometimes there may be a key hidden somewhere within the scenario (or even acquired prior to it) that can function as an alternative to picking the lock. A PC with the key can remove the Lock, instantly defeating the Challenge. This may be able to be done as part of a Move, or it could require the PC to play a Strategy or Action; the scenario will detail the specifics whenever it includes a key.
Occasionally the PCs may place a Lock themselves. Challenges such as Creatures and Seekers can sometimes attempt to Lockpick at the discretion of the DM. As this is such a rare event, Challenge entries usually lack Lockpick entries; the DM should determine the Lockpick capabilities of a Challenge that will make such an attempt.
For more information, see Player's Guide Chapter 5: Exploration.