The mining world has no locks and it resets every month or so. If you build here and store valuables here, you will lose everything. The warps to this world are called "build" warps, but it is a misnomer. You do not want to build here.

To build or store valuables, just use the main world. Walk or ride a boat until you find unclaimed land and you can use it to make a basic base and lock your chests. Take a piece of flint and click on a block to see if land is claimed.