No drilling, you just tight the screw (it has a plastic cap) onto one of the panels to attach it, then the other bit where the key goes serves as a stop. My tank (Reptile One) came with it.
The only other option I know is the magnetic lock (look at the end of this page
::Reptile One::)
The guy at the shop told me that the tanks used to come with the magnetic lock but now they switched to the other model I told you before. I tried the magnetic one and it's quite good, but I think the magnet was very strong making it hit the door quite hardly when you are locking it. It sounded like when you throw a rock to a glass... maybe they had many breaks and they decided to switch...