I rent a house and my landlord has not told me but I found out the house is in foreclosure and set for auction soon. All he says is that a friend is buying the house and to keep paying the rent. I am worried that they will lock up the house and I will loose all my business and personal belongings. What do I do?

Where do you live, in the US, except for California, you legally have to pay rent as long as you live in the house. So unless you have a lease, it is time to move.

You will have to be given notice of any eviction proceeding

They can't lock up the house without giving you plenty of advance notice, going to court and obtaining an eviction.

There's a sticky post at the top of the Real Estate Law forum that explains a lot about tenants' rights and obligations during a foreclosure. You can read it at https://www.askmehelpdesk.com/real-estate-law/paying-rent-when-property-foreclosure-316199.html