The lock bar is designed to be used between two marquee legs when someone wishes to also use a half wall. You can get a wall specifically made as a half wall, or you can drape a full wall over the bar and use it like that.
The lock bar can also be used to help secure sidewalls when the marquee is set up on concrete. If you put the lock bar at the bottom of the leg, you can attach the sidewall to it via the elastic toggles. This will prevent the wall from flapping around.