The handle of the largest key will turn the bottom of the lock. Unscrew the cap and use the key end part of the large key. Then use the other two keys.
If you can’t get the box open, scroll down for more clues.
In the back right of the room where the black curtain meets the wall below the music device, you must raise the curtain up and reach your hand in and look for a door handle. You will need to use it twice!