You may end up breaking a lock when lockpicking but this depends on the quality of the lock and the tool you are using. Some locks needs to be drilled in order to get to where you want to pick it. This may leave the lock working but technically damaged.
Bad keys can erode the internal levers of a lock to a point where eventually the lock requires a knack before it opens. Picking a lock with a snap gun is going to damage the lock more than with conventional picks, as it is a sharper force.
Well made locks can withstand any damages while being used, like drawing a key in and out or putting more force on the pons then picking. You are going to break many picks before the well made locks so there is no need to worry. However, more aggressive techniques like Bumping, Raking, and Pick Guns can damage locks in a short time. Its not unusual with some Electric Pick Guns to see small bits of brass coming out of the keyway as you work.