Origin: This phrase refers to the actions required to prepare a gun for firing.
"Lock" is an archaic term for what is now called the "action" or the "receiver". It was originally called the "lock" because the mechanism locked the hammer back in the cocked position. The trigger releases the lock to fire the weapon.
"Load" is to load the cartridge into the firearm, or the charge and ball in a muzzle loaded musket.
Many years ago in England, pub frequenters had a whistle baked into the rim or handle of their ceramic cups. When they needed a refill, they used to blow the whistle to get some service.