That's fine for all Apple equipment but it doesn't look possible to lock a note that is created on iCloud/Windows PC.
A so created note on iCloud/Windows can be locked on the iPhone once it is synchronized but note directly on iCloud/PC. Am I right ?
iPhone X
Greetings, papinet.
Per the resource you used to reach us, "You can only lock notes on your device and notes in iCloud. You can't lock notes that have tags, PDFs, audio, video, Keynote, Pages, Numbers documents, or notes that use IMAP to sync with accounts, like Yahoo, Gmail, and Hotmail. You also can't password protect notes that you share with someone else. If you want to stop sharing a note, open the note, tap the Add People button 
, then tap Manage Shared Note > Stop Sharing."
You can leave your feedback for Apple here: Product Feedback - Apple
Best wishes.
Locking a note on iCloud/Windows that has just been create don that PC ?
