When USPS tracking updates to say that your USPS package was delivered to a Parcel Locker it means that the package was placed into a locker such as in the lobby of the post office.
Or if you get your mail through the use of cluster mail boxes outside then there will be a bigger box with a letter such as P1 or P2 that means Parcel 1 or Parcel 2.
There should be a key to that parcel locker in your mail box to allow you to open the parcel locker to get the package out.
The key should have the number of the parcel locker on it.
Then you just insert the key and the key stays in the parcel locker lock and you get your package.