Hi Frost Moglin - welcome to the forums! You get a fishy-stick: /Fishystick.jpg(it's a tradition)
So the unbreakable lockpick perk doesn't get you past locks that require a key to open. The mini-game with the lockpicks doesn't even show up when you find a lock that requires a key. I think you just get a message that says the key is required. Once you find the key, the lock just opens (no mini-game). The unbreakable lockpick perk is great 'cause you don't need to worry about running out of lockpicks, you've just need one! I'm actually trying to get lockpicking to 100 (am around 94 now) so I can nab that perk. I hate the idea of my PC sneaking around with 30 lockpicks jingling in a pouch...
As for Housecarls, you get one when you become a Thane. I believe they wait for you in the court until you get a house or you ask them to follow you. If you dismiss them, they either return to the court or, if you have a home, they return to the home. You can also appoint your housecarl to be a Steward and help run the household, but in neither case, can you dismiss them. They are your PC's loyal follower for life.