lock/unlock with cover

iPad Pro 9.7

ios 13.5.1

My new cover (3rd party but very pretty) has the function Lock/unlock (according to seller) but doesn’t work.

I experimented with a magnet on my screen and it didn’t work either.

I’ve read there were an option lock/unlock I should turn on but I can’t find it.

How do I activate this function?

Thanks in advance for the help,

Sophie