An auto lock pick set is a collection of entry tools built for safely getting inside a locked vehicle without causing any damage to the windows or doors of the car. The tools are built to aid people who have managed to lock their keys inside their car or have otherwise managed to prevent themselves from gaining entry. A standard auto lock pick set is meant to be used together to gain entry to the vehicle.
A slim jim is the most common auto lock pick, used as the standard vehicle entry tool for police. The locking mechanism on cars usually works by sliding a metal bolt from an upright position (unlocked) down 90 degrees so it connects with a metal latch inside the chassis (locked). The slim jim is used by sliding it inside the door frame and, once the bolt is located, unhooking the latch.
Jiggle keys are a set of generic keys made to fit most standard car door locks. By placing a jiggle key in the lock and then "jiggling" it whilst turning it like a normal key, it is possible to loosen the pins in the lock, opening the door. However, this tool relies on a great deal of luck.
An air wedge is a pump connected to a high-tension bag. This is a more brute force approach to opening a locked door, but it is effective. To use, you pry open the top of the car door with your hands, slip the air wedge inside and use the pump to hold the door open whilst you manipulate the locking mechanism inside the car using a coat hanger or a slim jim.