The Lock Pick Bag is use as a key to unlock padlocks. You will use it to release Houdini that was trapped inside an aquarium type container in the storage car and release Tesla in the coal car. To use it, click on each of the locks and then click and drag the lock picks with the matching symbols to open it. You need to push each lock with the matching pick so that it rests on the red line. Do this for each of the padlocks.
How to Get the Lock Pick Bag
After confronting Erc Weisz to be Harry Houdini, he’ll escape but he’ll forget the lock pick bag that’s on the floor of his cabin. Walk over it to pick it up and put it in your backpack.