Do they have lockers to put keys and a wallet in?

No they do not.

They don't have any.

I didn't see any, but you might be able to leave stuff with security. You really only need your ID and some plastic to pay for things though. Don't plan on bringing much supplies as they prohibit outside food/drinks/etc. Even then it's not the sort of place where you worry about your bags being plundered any more than you would at any private resort