how can I lock my iphone they stole it

Sorry to hear that you have lost your iPhone.

To locate it in the Find My [Device] app, you must have activated the Find My app BEFORE the iPhone X was lost. Here is some information on that app ➔ If your iPhone, iPad, or iPod touch is lost or stolen - Apple Support.

Note that your lost iPhone must be able to make the connection to the internet via Wi-Fi or cellular connection so that it can mark its location and broadcast it. 

If you had a passcode on your lost iPhone then the thief will not be able to get to your data. Leave it under your device list with your Apple ID. This way the thief will not be able to Activate the iPhone. Notify your carrier and ask them to blacklist the iPhone.

Axel F.

see this support article

If your iPhone, iPad, or iPod touch is lost or stolen - Apple Support

And please, whatever you do, don't try to go retrieve the phone yourself. At least one person was killed trying to do that. If you find the location, contact the police.