Where you see the padlock symbol the pre-programmed PIC will be supplied with code protection enabled; you cannot read, copy or modify the firmware.

The EEPROM is not protected and where applicable any user configured parameters can still be accessed and modified using a suitable PIC programmer. 

Important

While you can't read the program memory it is possible (and easy) to erase the PICs entire program memory. If this should happen the firmware cannot be recovered.  Therefore care should be taken when modifying user configuration data in the EEPROM to disable writing to the program memory before updating the EEPROM.

If you use a PICkit2 programmer you will need to uncheck the Program Memory - Enabled option (circled red) and ensure that only EEPROM data is enabled for writing.  Other PIC programmers may have similar functionality, refer to the documentation that came with your programmer.