I replaced my front driver side caliper and now if you drive the car for a few

The brake caliper was locked up so I replaced it. Could it be air in the system the reason why it is locking up now?

No , more than likely , the caliper was not the cause , but a RESULT of a failure in the flexible brake hose on that side(internal). It is acting like a one-way check-valve-allowing pressure in , to stop the car , but not releasing , when you let off the brake pedal. Confirm this (before buying more wrong parts) , by raising the vehicle in a safe manner , pump the brakes , see if the wheel will turn freely when you release the brake pedal , if ti does not , then crack open the bleed screw to release pressure , if it then spins , at the very least you have ruled out the caliper as the problem , and isolated it to a fault FROM the master cylinder(or VSA/ABS module) TO (but NOT including) the caliper. Of which , the hose is a very likely cause.