Can thief use locked MacBook Air?

My MacBook air was stolen from my apartment a few days ago. I got the address on the find my iPhone app, but then it said that the MacBook was locked, requiring a code. I didn't lock my MacBook from find my iPhone, and when I spoke to the Apple store they told me that it was probably locked because of the thief entering the wrong password too many times.

My question is: can the thief still use my MacBook? Can they delete the HD when it's locked and when I have a password on it?

If you set a firmware password (which isn't set by default) and you used FileVault to encrypt the disk (also not the default), then the thief probably can't do anything with it. Without the firmware password, they can boot from USB, repartition the drive and do a new clean OS X install. Without FileVault they can remove the drive and mount it elsewhere, and then access your data. I'm afraid that just locking the screen is not enough.