You have to rotate the axe in which the lockpick will try to push then use left click to push.
You must be gentle and take a great attention, if the lockpick start to shack you push on the wrong direction. Doing so could break your lockpick.
The further you can push before the lockpick shake, the closest to the right direction you are.
On the left side of the lock there is displayed a number of lock tubes you need to unlock each one of them individually. and each of them have to be unlocked with a different direction.
Basically, you use your Lock Pick like the hand of a clock. Try at 12. If it shakes, wrong spot. Try at 1. Shakes less? Getting closer. Shakes more or the same, you about to break your pick and are still way off.
So basically, to save on Picks, break the ‘Clock’ down into Quarters. Trying 12. Didn’t work? Jump to 3. If both are the same, try about 1:30. If it’s not better, that whole Quarter is bad, it’s in a different spot. So you hop down to 6. Still shaky. Okay, so 4:30. Ah, a little wiggle room now. It’s somewhere in this region.