Does adb reboot recovery require unlock?
What you are seeing is the recovery.  You've successfully booted into it.  It displays that image when it hasn't been told by the main OS what it should do (e.g. something like a system upgrade).

However, it's the the stock recovery that comes with the device, which isn't really useful for much besides doing factory resets.  When someone tells you to "flash the zip in recovery", they're assuming that you've replaced the phone's stock recovery with a custom one such as TWRP or CWM.  Installing one of those does require unlocking.