In the locked house the keys to the door are, behind the locked pillar, and in the wax skull in the closet. You have to find both so you can unlock the door so you can get out of the hosue.
The lock behind the pillar can be found here.
Its to the right from where Sable is. Go towards the light on the right and the lock will be found there.
As for the other lock is found in the closet down by the beds here.
Choose "Look through it all" so you can come upon the wax skull.
Once you get the wax skull bring it to the fire at the top right and burn it in the fire so you can get the key.