I want to turn it on with my Arduino Uno microcontroller. I need 12v. I need a 5v to 12v DC convertor. Is Pololu 12V Step-Up Voltage Regulator U3V12F12 a good solution? here the link of the product: https://www.pololu.com/product/2117/specs
Do I need a part of Pololu 12V Step-Up Voltage Regulator any additional transistor or diode or relay? Also, is the current from the Arduino enough to power a magnetic lock, or should I have an external power source?
Supplying power to your lock device’s solenoid through the an Arduino’s IO pin is inappropriate, so you would not be able to use that regulator like that. In general, it probably makes more sense to use a MOSFET to control your magnetic lock. You would still need something to supply 12V to the MOSFET, but since you are using an Arduino Uno, you could probably use the same 12V supply to power both the Uno and the MOSFET.
The diagram you linked to looks fine. Also, on the product page for the MOSFET you linked to, it looks like there is a link to a tutorial about using MOSFETS, including circuit diagrams, you might find helpful.