No, they are destructable, but only on singleplayer and pvp servers

Actually they can be destroyed by zombies on PVE server's, but they do have a high health, it would take some time to destroy them with zombies on the server.

This mod was modified with PVE server's in mind, You could change the health of the lockers server side, if you're running them on a PVP server, to bring the health of them down a little bit.

I did manage to destroy it, but it took almost all the ammo in everything we had. Including over 5 rockets.

The mod was updated to make them a little weaker in health, but it won't affect existing lockers on the server, you would need to salvage and replant them before the health would be updated for the locker.