Warning: I had to reverse engineer the English commands and choices as I am running Plasma in Dutch.
Hit Alt-D-E. Choose “Configure desktop and background”. Choose mouse actions, at standard menu choose to adjust it (i.e. the list icon). Tick “Lock screen” and it is added to the menu
Or, simply right-click on the Desktop and choose “Desktop and Background setup” –
Within the “Mouse actions” → the top of the list is usually “Right mouse button” with “Standard Menu” as the choice → at the right hand side of the window there are three buttons → from right to left: “Remove” (a red minus symbol); “Information” (a blue circle with a white “i” in it); “Setup” (in my Oxygen case, a spanner icon) –
Choose “Setup” and enable the “Lock screen” action.