How do I lock my stolen iPhone

Assuming that you set up a passcode on the phone, the phone is very effectively locked.....since no one will be able to guess the passcode in a very limited number of tries.

Also assuming that you enabled Find My on the phone....before....it was lost, and it can be located online, you do have the option of erasing all the data on the phone as an extra precaution.

Additional information from Apple is linked below:

If your iPhone, iPad, or iPod touch is lost or stolen - Apple Support

Be very careful with any messages that you might receive from "Apple" or the "Police" that report that your phone has been found and you just need to provide a bit more information so the phone can be returned to you. This type of message is always a SCAM that is trying to trick you into revealing your Apple ID and Password so the bad guys can get into your phone.

You know this is a SCAM because Apple never gets involved with lost or stolen phones.

If the battery has run down or the phone does not have a good Internet connection where it is currently located, you will not be able to track the phone.

There is nothing that you can do about this other than check a few times each day to see if the status of the phone has changed.

Unfortunately, thieves are very fond of placing stolen phones in a special type of bag that will not allow the phone to send or receive a signal, so there is that as well.

Realistically, I'm sorry but there is very little chance that you will be able to recover the phone.