Originally Posted by Raptor464
There should be an icon labeled "Password Lock". It may be located in a folder somewhere, possibly under Applications. Open that application and it will password lock your device.
I figured it out, to get the lock screen there must be a password on the device. Also, you're correct in calling it "Password Lock" but it's found in the options menu under "Password". Enable the password, and set one of your side buttons to "Password Lock" in the "Sceen and Keybaord" section of Options.
Hope this helps!