I have found numerous firearms in lockers. After you have the firearm checked by your local police, and as long as you have the proper firearms licence, you can keep or resell the firearm to someone else that also has the proper firearms licence. Depending on the auctioneer at a live auction and the auctioneer knows there is a firearm in the unit, the auctioneer may take it to the the nearest RCMP or police station to have it checked out to ensure that it has not been stolen or possibly used in a crime and you can pick it up after that. Online auctions or other live auctions where you find a firearm in the unit leaves the responsibility on the buyer of the unit to take the firearm to the nearest police station to have it checked. If you do NOT have a firearms licence I suggest you call the police and have them come to the unit to take possession of the firearm as some agencies aren't too forgiving of someone walking into a police station or transporting a firearm that they do not have a licence to be in possession of. And likewise even if you do have a licence, go into the station and have an officer come take possession of the firearm from your vehicle....its the safest way to do it. Or if you have never dealt with them before, call them to see if they wish to come to the unit to take possession of it, but in most cases they will ask you to bring it to them due to available manpower.
So in a nutshell as long as you have a firearms licence for the class of firearm you find and have it cleared by the local police station you can keep the firearm or sell it to someone else that also holds a proper firearms licence.
Happy bidding and good luck. And just as a side note, I have found a lot more empty gun safes and cases then I have found firearms, so don't get too excited when you see a safe or case in the unit