the answer is there in front of you and it means what it says,failed, not locked.
Both brakes and steering on all/most modern cars have 'assistance' take a nut or a bolt, the spanner is the assistance, take that away and you can't secure or release a nut or bolt.
Check reservoir fluid level for power steering unit.
If empty check leaks, hoses/pipe, belt drive, pump worst scenario. A mechanic would find the problem.
Forget the steering and steering lock that says it purpose 'Steering lock' you problem IS the power steering.
bob
May 2013