Typically for the legerdemain skill, yes. You can buy the skill but just because you have it doesn't mean you'll necessarily be able to pick a lock, the skill only allows you to attempt to pick a lock.
As for brands of locks, I have no idea. That's partly because I've never actually seen it come up at game. And the only guy that I know for sure has the skill is actively trying to re write his character to get rid of it.
As a note from a fellow rogue, In the last several years at SoMN I don't think I've ever seen a lock that wasn't provided by a player.
I'm the one Sid mentions working on getting rid of legerdemain. Traps come up sometimes, but locks almost never. For a low-level character I highly recommend against taking it, as there are other skills you will get to use in-game a lot more often. I don't even bother to carry tools anymore beyond a pocketknife, although I know at least one other rogue who does.
Edit: Come to think of it, I've picked more locks OOG at SoMN than IG, because we accidentally locked ourselves out of the top of the tower at the Castle once night and I managed to pop the door with my knife and a piece of paper.
In the two years I've larped, and the three chapters I larp in, I've only seen real locks made to pick used once ever, and I couldn't even pick them, because I was NPCing. Traps, both disarming and arming, has come up maybe like 8 times. Other misc things that require ledgermain, have happened like 4-5 times. If you're a low level character, I recommend not taking legerdemain. (unless you are a hobling rogue where it costs like 2 build.)
That being said, when legerdemain is needed, and you're the only one who can do it, you'll feel like a hero. Also lockpicking is a pretty fun hobby anyway.
It is rare, but I have seen it. I was playing Jasper, and lucky enough to assist with a several lock lock-picking chest that we had found. Between myself and the other legerdemain using character that was picking the locks, we managed to unlock all of the locks on the plot device. We both had our own sets of lock picks. Mine are simply different types of dentist tools.