Never seen such a "command key" for FileMaker in 25 years of use.
You can accomplish this with validation settings in the field definition based on a calculation, if you have specific criteria for when to lock it, but there is not "lock this field" setting.
There is also a field definitions option to auto-enter via cacluation and prohibit direct editing of the field in the auto-enter part of the define fields settings.
And, of course, calculation fields cannot be directly edited.
So here may be several ways to accomplish a locked field via the field definitions settings, but nothing like a command key to lock a field.
You could also program a script to set a field value which, when set a certain way, stopped users from editing the record based on custom edit settings in their permission group.
Lots of ideas, but no built-in command for this one.
Just in case you mean prevent user changes to the content of the field ...
One way is to change a field's behaviour in layout mode by removing the check mark for Browse.
The user can no longer click into that field.
That does not lock the field in the strict sense. But it might be what you want.