Hi, dcunningham -
Welcome to Apple's Discussions.
The only Cd's I have is the startup disk. The only items on the screen is the Mac OS 9 icon in the upper right....
It sounds like you are using the OS 9 Install CD as the boot disk, rather than booting from the hard drive.
I tried clicking the lock but nothing happens.
Correct. A CD is, in effect, a locked disk - and it can not be unlocked. Nothing on a CD can be changed - that's one of the advantages of a CD: barring physical damage, all data on a CD is secure.
It also sounds like you can not 'see' the hard drive - that it has not mounted on the desktop.
I need to find permissions so I can change settings but no luck.
OS 9 does not use permissions.
If you are booted to the CD, and no hard drive is available, you can not, nor should try to, change any settings.
You should be able to install OS 9 on the drive, unless it is not mounting, as seems to be the case.
Try this: while booted to the CD, run Drive Setup - you'll find it in the Utilities folder on the CD. In the first window that opens is a list; in that list should be your hard drive, it may be shown as 'untitled' or 'not initialized'.
Take a look at that and tell us what that says.
Also, if this machine is new to you, do you want to preserve the contents of the hard drive, if any? And, do you want to install OS 9 so you can begin using it?