WhatsApp's locked chat feature adds an extra layer of privacy by letting users protect their personal conversations with a PIN or fingerprint. Even though WhatsApp already encrypts messages end-to-end, some users want more security for certain chats.
Right now, locked chats only work on mobile devices. If you use WhatsApp on a web browser, those locked chats can be seen by anyone. WhatsApp has mentioned that locked chats don't work on desktops, but not everyone might have noticed.
If you go to your account settings and scroll down, WhatsApp tells you that the chat is locked on your phone, which happens when you enable chat lock on Android or iPhone. The good news is that WhatsApp is testing locked chats for the web version, so it might be available to everyone soon.