Hello,yes and no.
There is no specific file containing only the lockup password.
It is stored in the OS2.Ini-file. In the case you forgot it and your system is being locked after startup there is an easy solution:
Start the system to the command line and go to \OS2 and enter the following command: "makeini os2.ini lock.rc" (leave out the quotation marks)
This will reset the password and all the lockup settings you may have made (all three pages in the corresponding WPS-Settings Notebook).
To explain that a little bit: The *.rc-files are resource-files in the OS/2-System which are heavily used for a lot of settings, particular during the installation. Due to the fact that these files have a plain text format you can easily alter their data to match your needs.
Hope that helps ...
Have a nice day
Jan