You cannot lock them as the stuff you put in them is only accessible to you. Yes they work between wild-town.
Yes they work between wild and town, you will have the same items in your ender chest where ever you go in the server, however you will have a different ender chest for each SMP. I'm not sure if you can lock them, however there is not much point of locking it, as no one can steal your stuff anyway. Read more about ender chests here
Seems liek the only reason to lock them, but you can buy like 10 of em for 1000r it costs to lock something or make a hidden room for it i dunno.