Hello Jie,
Ossaio gave you the right answer. Here a bit more:
Locking – it will lock the indicator and its parameters, so the generator will just add other indicators to make it complete strategy. It will not change anything with the locked indicator.
Linking – when you link an indicator, the generator will keep this indicator in all strategies but it will change the parameters of this indicator.
Both are very useful if you find the right way of using them.