Where can i report my iPhone lost to Apple? and Can Apple lock it?

You don't report it to Apple at all.

Like any manufacturer, they can do nothing.

If you set up the Find My iPhone service prior to your iPhone going missing, then there is a chance that can be tracked and locked, though it depends on a number of factors: the iPhone is turned on, connected to either the 3G or a WiFi network, or has not had the Find My iPhone service disabled or the iPhone been completely restored. Log into icloud.com and go to the Find My iPhone section. If you did not set up Find My iPhone, check with your cell carrier. Some carriers offer their own tracking service, though you usually have to sign up when you still have the phone and have to pay for the service.

If your carrier does not offer such a service and you did not set up Find My iPhone, then there is no way to track the unit nor lock it, though if you set a screenlock passcode, it would be locked already. Notify the police and your cell carrier, and change any passwords for any online accounts you may have used from your iPhone (the iTunes Store, for instance).

Regards.