Instructions
Press the left toggle button to enter "sneak" mode. This will detract any unwanted attention from local authorities.
Equip your torch and click on the lock with your cursor. The torch heat slows the rate at which the pins in the lock fall, making the task easier.
Decide whether you want to use "Square" to auto-attempt, or manually pick the lock instead. The auto-attempt feature is a gamble --- you risk breaking your lock picks en masse.
Manually pick locks by sliding the lock pick to the furthest pin. Lift the pin up until you hear a double-click. Hit "X" at the exact moment of this double-click.
Repeat this step for each pin. It is common to miss a pin, which then causes every pin to fall. When this happens, your lock pick will break, and you will have to start over. When you successfully lift each pin, the lock will open.