Go to settings (should be on your front page if you didn't relocated it) - click on general - then passcode lock.
Yes you can but it's not as polished as the iPhone's lock or an Android phone's lock screen. And if you meant does this phone have a "lock screen" when you put it to sleep like the iPhone, no it doesn't
The screen of the iPhone 6 is 4.7 inches.
Screen lock - is an option to stop accidental use of he phone while (for example) it's in a pocket.
Nope. But you can take screen shots of them.
I don't know and why is this listed in iPhone?
Yes I Use it every day it is my lock screen on my Mac and IPhone 4
When you are at the lock screen, follow the "slide to unlock" message by sliding the screen to the right. Then input your passcode.
double tap the home button while the iphone is locked
4.7 inches.
4.7 inches.
That requires jailbreaking to put widgets on your iPhone. Currently there is a tethered jailbreak for iPhone 4S But it i highly recommended that you don't jailbreak.
iPhone turns off either you lock it manually or it goes automatically to save the battery life, sometimes it annoys you specially if you have set passcode so you can expand as well as completely turn off auto screen lock.