Unless otherwise specified, all files in the default changelist will be locked.

Lock files in changelist:

If you have more than one changelist pending when you run the Lock command, a checkbox and a drop-down list of currently-pending changelists will appear. To lock files within a specific changelist, activate the checkbox and use the drop-down menu to specify the desired changelist.

Lock files in //client-path:

• ...and subdirectories:
  Files in the specified client path and all directories below will be locked.

  This is equivalent to the command line:
  p4 lock //client-path/...

• ...at this level only:
  Only files in the specified client path will be locked. Any files in directories beneath the client path will remain unlocked.

  This is equivalent to the command line:
  p4 lock //client-path/*

Selected Files:

If you have any unlocked files open in the current directory, you can specify whether or not to lock them individually.

To include or exclude individual files from locking, click on the checkboxes for each file, and activate the radio button for the Selected Files option.