Is there a (non-jailbroken) iPhone app that works like Android Lock?
No, there's no official, Apple-approved replacement for the lock screen. If you really want to use Android Lock, you must jailbreak and then install it via Cydia.

Un-jailbroken phones can only do what Apple allows, which is to run one app at a time. Android Lock is different because what it does is to modify the basic system of the phone, which Apple doesn't allow. And that is the reason why such apps or modifications are only available on jailbroken phones (through Cydia, the jailbroken appstore).