The Lock Mouse action locks the mouse pointer within the boundaries of a window active at the moment. This may be useful when you work with some full-screen application on one of the monitors, and this application automatically minimizes when you accidentally move the mouse to another monitor and click outside its window.
Hint The "mouse locked" state is stored per window, i.e. you can lock the mouse in several windows at once. Practically, this means that you can press the Lock Mouse hotkey in one window, switch to another, then return to the first window - and the mouse pointer will be locked within it automatically.