If I have Data Lock on the USB, can the files be copied?

Data Lock does NOT protect any of the files from being copied. With data lock either a portion or the entire drive will be locked.  That means you cannot reformat, erase or change any of that data. BUT - you can copy files. It does NOT protect against copying.  

Note:  If you have the files set up as an auto-run.exe the drive will need to have data lock.  The auto-run needs a defined space to work within.