It depends on what model you have.
I don't believe the "newest" Nest Thermostats with the mirror-like face don't have this capability (yet?). These versions don't work in the Nest App and only in the Google Home app. To be clearer, you can lock the E" and "Learning" series, which are a different model. See this for the different types (the similar names makes it so confusing): https://support.google.com/googlenest/answer/9246551
