Lock up means 'to close and secure' typically with a key in a lock or door. Could also refer to a house or placing someone in jail (behind bars, under lock and key) 'Lock up the house before you leave, please' or 'be sure and lock up the car' (small note, using 'up' is not necessary in either sentence I gave you)

The phrase "lock up" or "lock something up" means that you lock all the windows and doors of a building when you leave it. So, you may simply say "Please lock up before you leave." You can simply make a question like: Hey, would you lock up this evening when you go? Or make a sentence like: I will lock up before I go, so don't worry.