I don't know how tto finish any mission in lock on

You press the ESC key and a small window appears, from that you can choose QUIT and then it takes you to the debrief screen. That will give you information about what you did.(It wont show a debrief when you do the quick-fly missions from the main screen).

Most folks will fly back to base and land before pressing ESC to be more realistic, but you can press ESC while in the air if you dont wish to waste time and fly back to base.