Every iPhone screen can be locked and depending on what iPhone you have, there are several methods for securing and unlocking your phone.

  1. Go to Settings > Touch ID & Passcode.
    iphone6-settings-touch-id-passcode
  2. Enter your existing passcode if you have one. If not, select Turn Passcode On, and select Passcode Options. This gives you the option of a custom alphanumeric or numeric code, or the older four-digit numeric code.
    Screen Shot 2016-05-04 at 10.49.51 AM
  3. After you set a passcode, you need to set the Auto-Lock timing. In Settings, select General and Auto-Lock and then select a timing other than Never.
    Screen Shot 2016-05-04 at 11.06.57 AM

Great resource if you want to learn more about iOS Lock Screens:
http://www.imore.com/lock-screen-iphone-ipad