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This opens the File Explorer. This opens the contents of the folder. A menu will appear. A list of file types will appear. You now have a text file called "lock" in the current folder. This opens the blank file in your default text editor (e.g. Notepad). You'll need to paste some code into this file.
Press Win+E. Double-click the folder you want to lock. Right-click an empty part of the folder. Click New. Click Text Document. Type lock and press Enter. Double-click the "lock" file.