What it means
Find My can mark a missing Mac as lost and request a lock when the Mac was added before it disappeared. The lock action can include a contact message. The instruction may remain pending until the device connects, so tapping Lock is not proof that the Mac immediately received it.
A real-world example
A Mac went missing on a train. Its displayed location is yesterday's station and the lock request is pending. Treat that location as a lead for a lost-property report, not a live tracking guarantee. Secure important accounts while waiting for the device to connect.
What to do
Check Find My from another trusted device, select the right Mac and record the displayed status. Keep any lock passcode safely. If it is a company machine, involve IT so organizational controls and session revocation are handled too.
The distinction that matters
Locking is different from remote erasing and neither substitutes for a good backup. Apple's lost-device guide makes clear that Find My had to be turned on beforehand and that the Mac lock uses a separate numeric passcode.
Apple's Find My lock instructions