The Lockpicking should come naturally, however the Pickpocketing may not.
Go to Whiterun and find the guard standing still by the entrance. Sneak behind him until you are hidden. Place 50 gold in his pocket, then steal it back. Repeat 50 times. If they catch you, pay the fine. Would help if you are in the Thieves Guild. Make sure you have a good stack of gold too.