How do you lock the screen. I have been trying to run my iCloud backup for 3 weeks and it never goes through

If you use the "Backup now" then the screen doesn't need to be locked.

For automatic backups you can lock the screen using the right side button or just let it lock itself based on the time chosen in Settings > Display & Brightness > Auto-Lock.

I suspect that the problem you are having has nothing to do with screen lock -- but I don't know what to suggest. If so, you may want to create a new post with just the second sentence of your current title.