Diablo – access the locked house that can appear in the Southern Highlands

While this is not possible now, in the future Blizzard is actually going to allow it. In their official Auction House FAQ, they state:

What items can be traded in Diablo III?

Nearly everything that drops on the ground, including gold, can be traded with other players directly or through the auction house system. Aside from certain quest items, there will be very few (if any) items that will be “soulbound” to your character and therefore untradable. We are also planning to allow players to buy and sell characters in the auction house at some point in the future and will have more details to share on that at a later date.

Source: Auction House FAQ

This is not possible yet, and they can always change their mind, but once they prove that the RMAH works, I would bet they go through with this. I'm sure they'll be happy to let you buy and sell characters at whatever prices you wish, and humbly charge a barely-noticeable percentage fee for helping you out.

Unfortunately the Auction Houses are only accessible from the menus, not anywhere in the game via your character.

The Auction House is a new trading system introduced in Diablo III which shares many features with similar systems found in other games, such as World of Warcraft. Accessed through Battle.net and not from in-game, the auction house allows all players within a region (US, EU etc.) to buy and sell items easily and conveniently between each other. Almost all items other than quest items can be sold between players, and everything is run by the players: Blizzard will not sell any items.

http://www.diablowiki.com/Auction_House

Edit: Blizzard has since confirmed that this is a deliberate design decision (Source).

Contrary to MMOs like World of Warcraft Diablo III is not a game where the auction house meta-game is part of the in-game story.