Missing lock icon in System Preferences->Sharing on El Capitan
There is no lock on this screen.  There is only a lock if the setting requires an Administrator (someone with the role of Administrator) to make the changes (i.e. Security).  If anyone can make the changes then there's no need for a lock.

Make sure you're logged-in with the role of Administrator to see the preferences that you can lock/unlock.

EDIT: based on OP's new comments:
  - Log in as a user with Administrator rights.
  - Open System Preferences and select Security &amp; Privacy.
  - Click the lock icon and authenticate.
  - Click the Advanced button at the bottom and enable the Require an Administrator... in the popup window.
  - OK the change and then lock the S&amp;P preference pane.

Now when you open the Sharing preference pane you will have your lock back.