Press the Side button once to lock the screen
On iPhone with Face ID, press the Side button once
On iPhone with Touch ID, press the Top button or Side button once
Set Auto-Lock in Settings > Display & Brightness > Auto-Lock
Use AssistiveTouch and tap Device > Lock Screen
Use Back Tap if enabled in Settings > Accessibility > Touch > Back Tap > Lock Screen
Use Guided Access if you want to keep the screen locked to one app