How do I deactivate number lock on my iPhone SE?

Contact the carrier.

What they are likely referring to is a carrier-provided mechanism that blocks telephone number porting without sufficient proof.

AT&T uses what they call a number-transfer PIN: https://about.att.com/pages/cyberaware/ni/blog/porting

Comcast Xfinity references PINs when porting here: https://www.xfinity.com/support/articles/local-number-portability

The same would apply if you had your phone number locked by the carrier, a feature some carriers offer to prevent "SIM swapping" scams. Only the carrier you have your service with now can remove that lock.

Regards.

If you mean the phone is carrier locked, only the carrier it is locked to can unlock it for use on other carriers.

Sorry, but that doesn’t make sense. You can’t ‘unlock your phone number on the phone’.

You must have misunderstood or whoever told you that misspoke.

The two answers above are the only things that make sense and either way you need to contact your current cellular carrier.