How do you lock an external hard drive on Windows 10?
Please explain what exactly you mean with "lock an external drive".
If you mean "encrypt" then I recommend you check out the links posted by the other respondents.
Note that data encryption is dangerous. In this forum we keep getting posts from people who ask for a safe, crack-proof method to encrypt their data. A few months later they come back here, pleading for help, because they lost their encryption certificate and are unable to open their files. They now wear a different hat. Previously they asked for a crack-proof encryption tool. Now they ask for a method to crack their crack-proof files. Go figure . . .