That depends on the lock, but let's imagine it's the same kind of locks you usually have on back and front doors, which are something like this:
1. A basic understanding of how locks work.
2. You can then use one of these three types of picking methods:
SPP (Single Pin Picking)
A tension wrench - in the above picture, on the right - used for applying gentle pressure in the "unlocking" direction - i.e. the direction the key would turn while unlocking the lock, and a pick - on the above picture, the top of the left tool - used for lifting the pins one at a time while using the tension wrench.
A tension wrench, as above, and a rake - in the above image, the bottom of the left tool - used for sliding to the back of the lock and "raking" against the pins while applying of the pressure.
Other methods of picking include "bump keys" and "mechanical pick guns", as well as "snap picks", for these please refer to the appropriate section.