How do I lock my screen on my iPhone?

Press the right side button or let it lock itself based on the time chosen in Settings > Display & Brightness > Auto-Lock.

If you are asking because of iCloud Backup, either of the above will work for the automatic backup that can be done while the phone is charging but note that the phone isn't locked for the Backup Now option. See: How to back up your iPhone or iPad with iCloud - Apple Support