Locks are security based. The zwave binding from paper UI does not yet support security.
However, you can download the development binding from here and install it to your addons folder in order to include secure devices like locks. I have several Yale deadbolts (210 and 246) working flawlessly. @chris offers fantastic support and is very quick to provide an updated jar that fixes issues and includes more devices not previously supported.
Generally speaking though, most locks that you purchase have already been added to the database unless they are brand new to market. And you can provide him an XML in order to gain support for a device not in the database.