Every one does this differently and there is plethora of ways to do it - you just need to find a way that works for you.
some sculptors make a full figure then cut it - using jewelry saws or various implements, this requires a bit of work to make it fit together again. Some plan in advance and work piece by piece. the sculptor needs to be aware of how casting works to try and dissect the figure in smallest amount of pieces that will be cast without problems.
Some don't bother with locks at all - just align flat surfaces together.
The simplest way to do this is by drilling a hole in one part, then add some putty on the other and press in the hole, thus giving you exact match.
the complexity of the lock differs - balls, domes, double balls, triangles, squares, etc. Some tome ago I have seen people use hexagonal shape even - using alan key.
One method I was most impressed with - a matching set of square tubing that fits into each other and is attached to wire armature - gives perfect match that doesn't break from continuous assembling and disassembling.
It would probably be easier to answer your question if you are more specific about your project and what needs done.