We need a locker to make effective use of all the traction available between our tyres and the surface of which we are driving on. Lockers give you the ability to take advantage of the traction that is available by supplying drive to all wheels.
For example, when you are in 2WD mode, you have drive going to one of your rear wheels, giving you 25% of all available drive. Engaging 4WD mode will send drive to one of the front wheels also, giving you 50% of all available drive, this is where lockers come into play. Engaging your rear locker will send drive to both rear wheels, coupled with the drive going to one of the front wheels, will give you 75% of all available drive. Engaging the front locker with the rear locker will send equal drive to all 4 wheels, giving you 100% of all available drive.