The answer is that they do NOT come with locks.
The bike ships with three locks keyed alike with the ignition and seat locks and they are intended to be installed in the side and optional top cases.
Yamaha does sell a set of three locks which can be rekeyed by any locksmith . . . part number is 5P5-28406-01-00. There is some confusion as to whether this is a set of three locks (with 2 keys) or if this is for a single lock with keys - the online parts fiche says 2 are used for a pair of bags, yet the Canadian web site clearly states and shows that they come as a set . . . same part number.
You will also require a small torx screwdriver and some loctite blue to keep the small screws that fasten the cam tang to the lock mechanism from falling out.
In some markets & for some years Yamaha has made the bags an optional accessory. So it is possible you never had bags in which case you will need some additional parts.
Does your bike have the rubber inserts (5VS-W9753-00-00) that the lower bag guides fit in? They are inserted on tangs in the left and right muffler stay brackets, at least on the Gen-II bikes. Gen-I machines apparently need parts 5JW-W9753-0L-00/5JW-W9753-0R-00
And, ordered bags do not come with liners nor with the paint protector decals.
Bags show up all the time on Ebay (at least in the US). Often they are scratched or just the wrong colour.
I have a scratched set that I "replaced" with another scratched set. Because I didn't want to be without a set of bags I bought the replacements and had them sent directly by the seller to Gary Crowley (Garauld on this board) who did an amazing job repainting them to match my bike and then he shipped the repainted bags to me. Strangely, I have not mounted the replacement bags on the bike even though I've had them for months. They sit in my basement, pristine.
Ever since she saw his avatar, my daughter has been pushing me to chop up the set to make head holes for the dogs so they can ride along with us like Duke does with his owner, Mark Eddy (marcusorelius on the board) - but our dogs are both smaller than his so even if I wanted to, I'm not sure how successful that would be.
Repainted used bags cost a fair amount less than new, even after paying Gary the $150 he charges for his work, though if you have ship across the Pacific, you may discover that the savings simply don't justify the hassle. But it is something you might want to investigate.