Depends on the context, but in most cases it means, "there is nothing left." If a apple is picked clean by a bird it means the bird ate everything edible on the apple.

Certain insects can pick an animal clean to the bone. That means the whole thing is gone. Extended to you sentence, it probably mean he has no money left.

Alex, This is how I understand the quotation. He is tired of giving everyone information about the road they are travelling. "I'm not a walking roadmap," Garraty said irritably. "I'm picked clean." They have taken from him all the information he has to give. He can tell them nothing more about the state of Maine.

I don't know the answer. I read the two answers below to get the meaning and If they were applied to the context here, he might mean he came to this trip or walking without getting ready even a bit for the trip or walking they do right now. So asking about directions from that guy is not a good idea. (Just a my stupid thought -Ignore it if it doesn't make any sense. :) )