How do I lock my iPhone’s data and set passcode?

First of all you can report to police department at your place, if you were enabling the passcode so that iphone will asking passcode upon turn on.

If you were disabled find my so it won’t show on your device on your account on icloud.com/findmy (findmy usually on default setting was ON) so if someone restore or erase your iphone it will be asking for your account on activation lock, it’s mean your data safe.

follow this https://support.apple.com/en-us/HT201472 or contact apple support.

hnin719 Said:

"Lost iPhone I have lost my iPhone and the power is off. How do I lock my iPhone’s data and set passcode ? I was trying to find it with find my iPhone but it’s enabled. So I can’t find it with find my iPhone ."

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Finding This: The only way to lock it is through Find My. If Find My is disabled (not enabled), then finding may not be possible. So, backtrack your locations, seeing if you can find it. Also, text it, request this it be returned to you. You can also dial it, seeing if you hear it in the other room. Once last though is the contact Local Authorities, seeing if it has been handed in.

Modifying your Credentials:

If you lost this phone, then most certainly consider modifying your credentials.

• Modify: your login credentials (Using Both a New eMail and a New Password for each and all sites)
• Associate: a different method of payment to your account
• Enable: Two-Factor Authentication for Apple ID and for all other accounts that have such an applicable option