To create a new lock story, follow these simple steps:
1. Open the Snapchat app on your device.
2. Tap on your Profile icon.
3. Scroll down and choose the New Story option.
4. Next, a pop up appears, select the New Private Story option.
5. Then, choose those friends you want to show your story.
6. Now, give a name to your story.
7. Finally, hit the Create Story button.
To read more: https://allinsider.net/what-does-the-lock-mean-on-snapchat/