Locking the screen means that nobody can use the computer without giving your password first. You need some locking programs. here are some
Then just add an entry for those in your menu or add a keybinding or even an icon with idesk or fbdesk.
Please note though that Linux/unix/bsd is multi-users system so someone else may come, switch to other console (ctrl + alt + f?) and then enter his/her username and password and use the computer. He/she cannot access your files or running programs. If you don't like this behaviour, get something like vlock, or try VT-Switch-Loker project.
You need some program for screensavers too...
These have a but different behaviours. For example, xlockmore launches the screensaver when you launch the program. So you need an icon/menuitem/keybind for it. XScreensaver runs on background (add it to ~/.fluxbox/startup) and after a certain amount of idling launches the screensaver.
There are several lock utilities that launch xscreensaver when you lock, these include XScreenSaver.App and GkrellShoot