As you have guessed I have a Lincoln with lock nuts. There is one round nut on each wheel that requires a removal tool. The removal tool is missing. I went to the Ford dealership. The service manager did not have a removal tool. He suggested making an appointment next week to get the nut chiseled off. Is there another way to get the security nut off?
They make special tools to remove these. Most tire service centers, like NTB, Discount Tire, and the like have them.
I have a suggestion . . .
After the locking lug nuts are removed, just use regular lug nuts from that point on
There’s an inexpensive tool available at most retail auto-parts stores called a nut-buster. You place it over the nut, then you screw it down & it breaks the nut apart into two pieces. Not sure whether it would work in your case, but if you happen by an auto parts store no harm to see what they have in their tool section. I bought mine at Sears. It has gotten me out of a jam a few times.
Get a socket that’s slightly too small to fit over the nut. Just slightly. Hammer it on. Use a socket wrench to remove the nut. Throw both nut and socket away.
Do not use this to steal wheels. 
Any competent local garage will have a removal tool to remove these nuts and throw them away.