Using Apple Watch Series 7 In Rain

If I am walking, or biking in heavy rain, do I need to turn on the "water lock", unlock when I need to use the watch, and then water lock it again?

Can I not use the water lock for during this time, and then use it to expel water after I am back indoors?

Also, what steps do I need to take if I am going for a shallow dive?

When exactly do we need to use the water lock feature?

Thanks for your help!