The meaning of locking a target (enemy aircraft) by an fighter aircraft is to keep track of enemy aircraft.
Now lets see how is this achieved
When a target is identified, it is being tracked by the radar system constantly and based on this updates are being sent to the missile in order to control its initial trajectory when it gets launched to point it in the correct direction.
Radar warning receiver (RWR) is used for identifying, avoiding, evading or engaging threats. A fighter aircraft on a combat air patrol (CAP) might notice enemy fighters on the RWR and subsequently use its own radar set to find and eventually engage the bandit.
So in sort once a target is locked it is constantly tracked and tracked and very less chance to get escaped without attached.