Import and Lock Normals
Lock Normals: Don’t recalculate normals at import, use normals directly from the object file. Otherwise, new faces will have the overall normal orientation of that original face.
If you subdivide mesh this option will be ignored.
When you import mesh for the per-pixel painting, you may lock normals for the best compatibility with the normalmap baked for this set of normals.
Lock normals are needed because unlocked normals are auto-calculated.
Lock is required if you want custom normal line unrelated to neighboring vertex position.
Lock normals on an object when you needed to set custom normal orientation, and didn’t want geo edits to mess up the normal direction already set.
As example custom normal orientation is needed to get a certain effect from a vertex shader in a game engine.
Import & Lock normals
3DCoat smooths the normals at import, but you can also Import & Lock normals.
But if you have not locked normals during the initial stage you may import and lock them later using this command.
Baking from retopo room and Paint room
There is one difference between baking from retopo room and Paint room.
Mesh in retopo room has no split normals (or smoothing groups, or sharp edges) unless you will not specify it or crease angle in baking/import dialog during baking.
So the only way to bake external mesh with sharp edges (smoothing groups) is to import it in Paint room and bake from paint room bake menu:
Retopo->Mesh->Take mesh from the Painting room: Move mesh from the Painting room into the Retopo room.
Blender/Substance normal map looks like baked on subdivided mesh, so normal map has only high-frequency details.