Yeah, all locks are supposed to work. They're vacuum operated--you'll have to trouble-shoot the system.

Don't know what the clicking might have been. You probably want to check the glow plugs. There's a relay on the drivers side in the engine compartment--could be bad. Or the glow plugs could be bad.

The block-heater is on the passenger-side of the engine, near the rear of the engine, right behind the starter. You may (or may not) have a block-heater installed. Check for wires coming out--they'll go to the front of the chassis, usually right under the front bumper, right side.

Hope this helps.