By the screen being locked, does it mean the phone needs to be off or on the lock screen?

When I’m trying to backup my iPhone I’m stuck with it saying “estimating time remaining” and it doesn’t make progress. In the instructions it says to make sure I’m connected to power, locked, and have WiFi. I’m connected to power and on wifi so I must be doing the “locked” part wrong. Am I supposed to do something special or just turn my phone off and wait?