Bone layers work exactly like Blenders scene layers, just for a single armature. The point is simply to provide a way to organize groups or types of bones in an armature, as working with all of them at the same time can be quite difficult, and there are often bones that never need to be selected or edited.
The dots you mention just show that there is something on that layer. There is also two 'groups' of layers, the second having the 'Protected' heading. Clicking on any of these protected layers won't change what is in your scene, but will prevent you from being able to select or edit anything on the corresponding 'Regular' bone layer.
To 'unlock' your layers, just make sure that you have none of the layers set to protected. If it still persists, it's probably not an issue with the bone layers.
Like Blenders scene layers, you can use Shift to select multiple layers. Also, you can use M to move bones between layers, just like with the scene layers. You won't be able to move anything on protected layers separately from the regular layers, as the protected layers are simply the way to tell blender that the contents of a regular layer should not be editable. Thus, moving between regular bone layers will update the protected ones as well.