Every iPhone screen can be locked and depending on what iPhone you have, there are several methods for securing and unlocking your phone.
- Go to Settings > Touch ID & Passcode.
- 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.
- 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.
Great resource if you want to learn more about iOS Lock Screens: