Lock unregistered iPhone

If you didn't set up Find My before losing your iPhone, then you can't lock or track it by any means. If you did set up Find My and the phone is just not appearing, then see:

If your iPhone or iPad is lost or stolen - Apple Support

Regards.

What is the message that appears when you run Find My?

"No Device Found"?.......this indicates that Find My was not enabled on the iPhone....before....it was lost. In this case, the phone cannot be located online.

"Offline".....this indicates that one or more of the following are true:

The battery has run down

The phone was powered off

The phone does not have an Internet connection where it is currently located

All that you can do in this case is keep checking a few times each day to see if the status of the phone has changed.