Locked - means your clients will not be able to access the next session of your course until they've finished the previous one.
Step 1:
Click the title of the session you want to lock
Step 2:
Under Session Status, click Locked. This will give you a dropdown menu where you will choose the session that's going to lock the current session you're in.
***Important: Once done, please make sure to click the Update & Save button at the very bottom.