3rd gen iphone se won't lock

So, what happens when you press the side button again?

Do you not see the small lock icon at the top of the screen indicating it is locked?

If you have Touch ID enabled, and you press the home button to wake it from sleep, it will immediately unlock the device because it immediately scans your fingerprint.

If you just press the side button, then it should not unlock.

Also, what do you have set in Settings ➜ Touch ID & Passcode ➜ Require Passcode?

Anything other than "Immediately" will have the iPhone wait the specified amount of time after turning off the screen before it will require the passcode or fingerprint again.

What do you mean by won't lock?

What happens when you press the sleep button on the right side of the IPhone?

Does it not then require your fingerprint or passcode to access it?

What do you have set in Settings ➜ Touch ID & Passcode ➜ Require Passcode?

If you have set up TouchID, it will require a fingerprint or password immediately on waking.

If you have a passcode, but not a fingerprint set up, you hav options for how long it must be asleep before requiring the passcode.

What do you mean it ‘doesn’t work’. If you press the side button to put it to sleep, it is locked…

Asleep = locked.

What makes you think it's not locked?