Assuming you have purchased Auros, the lock you want is already bundled as a separate theme when you download it from Cydia (as is all of the Auros setup, which makes using pieces very easy); the theme name starts with auros_O1C. If you're not seeing it in Winterboard, go back to Cydia and reinstall the theme. (I tend to delete stuff I'm not using, so I only had the icons myself. LOL) The easiest way to do this is to put that folder at the very top in Winterboard and enable it, then respring.
You can combine the files of that lock with your LS if you want to, though. Move the contents of the Bundles/com.apple.TelephonyUI folder of the slider theme into the same folder of your lockscreen theme. Select the updated LS theme in Winterboard and respring.