I suspect if its vacant yes you show up with your recipet that you bought it and a lock smith and change the locks. at least that's what I would do.
We usually wait for the deed to come in the mail.
What kind of auction was it? If it was a foreclosure auction although you technically shouldn't get in right away you certainly can but you won't get the deed or even legal possession for at the very least a few weeks. In our state the law firm representing the bank sets a court date usually at least 2 weeks out. Then the judge automatically give them a 30 day extension even if it is vacant. You can get around that by filing a motion for immediate possession if it truly is vacant which will speed the process up.
And if that locksmith won’t do it call the next one...
@Hunter Fitch congrats. we too won our auction 7 weeks ago. We received our deed last week. We had to record it with the city, changed water and sewer over. Judge gave them 30 day eviction which will be up on the 26th. We cannot legally, according to the company who held deed. cannot be in contact or on property until then.
Probably depends on city and state.
Oh and yes we need to bring locksmith too