The MSDN says that:
Locks a Bitmap into system memory.
nothing much is explained.
What does it actually mean by "Bitmap locking"?
How do locking work in the memory?
What is the benefit of locking?
It locks the bitmap image (which was not directly accessable except indirectly via the Bitmap class to a memory area so that the you can have direct access to the memory of the image - that is read/write to the image memory directly using a pointer to it.
You might want to do that if you had to manipulate the image in a way that would be faster by direct access rather than read/writepexel, drawline etc.
After locking it, you need to remeber to unlock it.
See the remarks and examples of this MSDN page https://msdn.microsoft.com/en-us/library/5ey6h79d%28v=vs.110%29.aspx