This article describes the anti-theft feature of the phone.
INSTRUCTIONS & INFO
Reset Protection is a feature which allows you to locate, lock, and ring your device, and restricts someone from performing a reset on the phone in order to use it. It also offers Anti-rollback protection which restricts someone from installing an earlier version of the OS.
To access Reset Protection features, swipe down from the top of the screen, then tap ALL SETTINGS.
Scroll to, then tap find my phone.
To save your phone’s location before the battery runs out, tap the Checkbox.
To prevent the reset and reuse of your phone, tap the Reset Protection slider to turn it on.
Enter your Microsoft account email and password and tap Sign in.
Once the slider is in the On position, it cannot be reset and reused while that option is in effect.
If the device is lost, on any computer, go to account.microsoft.com/devices. Sign in using the same Microsoft account you used to sign in on your phone.
Choose the phone you want to find, and then click Find My Phone.
You'll see a map with your phone's location. Zoom in or out to get a better view. Note: Click 'Refresh' to view the latest location.
To ring your phone, click Ring and follow the instructions. Note: The phone will ring even if the volume is off or set to vibrate.
To lock your phone and show a message on the lock screen, click Lock, and then follow the instructions. If you don't already have a password set up on your phone, you'll need to enter one and then use it to unlock the phone if you get it back.
To lock your phone and show a message on the lock screen, click Erase.