iTunes is showing my phone is locked and it will not backup my phone? How do I fix this?

Then unlock it.

Connect iPhone to Computer / Mac

Settings > Touch/Face ID & Passcode > USB Accessories > [Enable]

Use your USB lightening cable --> Resolve USB-related alerts in iTunes - Apple Support

If unable to connect --> If iTunes doesn't recognize your iPhone, iPad, or iPod - Apple Support

Use genuine cable --> Identify counterfeit or uncertified Lightning connector accessories ...

Troubleshoot —> Troubleshooting issues with iTunes for Windows - Apple Community

See how to --> Sync your iPhone, iPad, or iPod using iTunes on your computer ...

If you are experiencing an issue not listed here, contact support