But how do I lock an item to my inventory? I'm pretty sure that's possible, right?

Click the picture of the lock under the item that you want locked.

Click on this symbol () under the item you want to lock in your inventory. Same to unlock it.

In your inventory, you will see your items and there will be a lock under them, click on it and that's how you can lock your items. :)

Haha, of course it's right in front of my face. Thank you :]