I have a lock on my screen of my MacBook Pro. I tried using command r but when turned on goes directly to this screen

Enter the firmware password.

https://support.apple.com/en-us/HT204455#forgot

If you can't remember your firmware password, schedule an in-person service appointment with an Apple Store or Apple Authorized Service Provider. Bring your Mac to the appointment, and bring your original receipt or invoice as proof of purchase.