My MacBook Pro was stolen a few days ago. I have a lock on the start up screen requiring a password anytime the laptop comes out of sleep mode, however when I attempted the "Find My Mac" app, it says it is already locked (despite me not locking it, putting it in "lost mode", or inputting a 4 digit code). It also is not showing up on location map, possibly pending connecting to the internet? Could the laptop be automatically locked (without me putting in a 4 digit code) by attempting a restart or logging me out as a user, or could the thief have locked it somehow themselves?
I'm encountering this problem in my own home (on Yosemite), so I think it's unlikely that the laptop is actually locked.
Here in my tests my MBP is tracked with no problem when logged into my user account. However, when I reboot into the Safari-only guest account, I get the message on the Find my Mac interface saying that it was locked XX minutes ago (with XX corresponding to the time since I logged out of my user account). Interestingly, while I don't get position updates in the guest account, I can activate the alarm.
So, while I unfortunately do not know how to get Find my Mac working, I think if you have the guest account enabled and since you say you haven't enabled the lock feature then the answer to your question is "No, it isn't actually locked."