Turn it on
Long-press the conversation, or open GB Settings and look for Privacy → Chat lock. The label varies. Set a PIN you do not reuse from banking apps. Use fingerprint only if the phone itself already has a lock screen.
Some builds hide locked chats until you search the name or open a locked-chats folder. Others leave the chat in the list and ask for the PIN when you tap it. Try both so you know which one you have.
If you cannot find per-chat lock
Your build may only lock the whole app, or the option may have been removed. Search settings for “lock” before you assume it is under a different menu. An app-wide PIN is not the same feature. The difference is laid out under GB WhatsApp chat tools, including app lock versus one chat.
If the phone was updated and fingerprint stops working, the Android fingerprint data may have reset. Enter the PIN, then enroll the fingerprint again. Do not clear GB WhatsApp data to fix a PIN prompt.
What the lock does not do
Notifications can still show the message on the lock screen. Turn off notification previews in Android if the text itself should stay hidden. Backups are not encrypted just because a chat has a PIN. Someone with the backup file can still have the messages.
If your goal is to stop people seeing that you are online, locking a thread does not do that. That control is separate: hiding last seen and online status in GB WhatsApp Pro.