Alexa only has native support for switches, bulbs, and thermostats. It won’t recognize locks at all. Natively it also won’t arm smart home monitor.
However, since you can create a virtual switch in SmartThings and then tie that to running a routine or to having something happen in core, that’s the way most people do it.
You tell echo to “Alexa, nighttime on” or whatever you want to call the virtual switch, and then on the SmartThings side you set up that virtual switch coming on to trigger all of the events that you want, including operating locks or other devices that Alexa does not support natively.
Or you can accomplish the same thing by using the IFTTT channel, in which case you have more choice about what phrasing to use. Like “Alexa, trigger lock the house.” (But you do have to say “trigger” each time.)
As far as the things that Alexa can handle natively, such as bulbs and light switches, that’s up to you. You can go through SmartThings each time, or you can go direct.
But as far as the example you gave, your choice is easy, because there are no locks which work natively with echo. So you’ll have to go through SmartThings or IFTTT.