Ever played TES: Oblivion? It's pretty similar. It takes a fair bit of practice and time.
- Slide the lockpick in gently, doing it too fast will break the lockpick.
- Hold LMB down to apply pressure.
- There are 5-6 pins, push the mouse upwards to push a pin. If it clicks with a higher pitch than the other pins, continue with the next one.
- Continue doing this carefully until all pins are pushed upwards. If your lockpick breaks or you exit, you'll have to start over.