In the old mechanical-keys-only days without ECUs, there was no lock picking; thieves just went behind the steering wheel and connected two wires together. Starting a stolen car without a key was called "hotwiring".
They would get into the car via various means: find a car left unlocked; use coat-hanger wire to pull up a window-side lock peg; break a window.
not much different nowadays, one just roots the car then drives away. usually no coathangering the doors needed: access is either wireless or in some conviently accessible place
I had a car with a pure metal key, and even with 30 years in the city, it never got stolen. I knew a single person who had their car stolen, and it was at gunpoint. I really don't think lock-picking or hot-wiring really existed outside of movies. It always felt like a scare tactic to sell more insurance.