Lock picking has actually become a sport known as lock sport. There are several communities in the real world and online that hold tournaments and advise each other on lock picking skills. In most cases, these lock pickers use professional lock picking kits, but there is a large group who specialize in creating homemade lock picks. The most common form of this is the paper clip lock pick, which can be made by following the template of two basic lock picks.
Take one of the paper clips and bend one of the ends so that it is sticking straight out from the rest of the looped paper clip. You will need the looped end to be used as a grip. Bend the one end as straight as you can.
Bend the other end of the paper clip that is on the looped side out at a 45-degree angle. Using the multi-tool, wrap the end around the loop to secure the grip.
Use the multi-tool to bend a "w" shape at the straightened end of the clip. Start the "w" about a quarter of an inch from the end of the clip. The end of the "w" will be at the end of the clip. This tool is what is known as a rake.
Bend the second paper clip in half using the smaller inner bend of the paper clip as the bending point.
Straighten out the other ends of the paper clip. Using the multi-tool, squeeze the two halves together at the top bend. Make sure not to crease the bend or the paper clip will snap. Pushing the two halves together will narrow the tool and help to reinforce it's strength.
Bend the end of the paper clip at a right angle half an inch from where you just squeezed the bend together. Then, loop the free ends of the paper clip around each other to give it more strength. This tool is what is known as the tension wrench. With these two tools, you can pick common tumbler locks.