Bspamail When you restart your phone, is the first screen you see with a yellow warning triangle saying you are running a different operating system? If it's a yellow warning triangle then you're all good - that's verified boot working with the bootloader locked.
If you see a red triangle warning about about an unlocked bootloader, then yes, you need to go into the bootloader interface and lock the bootloader. Doing so will wipe your user data on the phone, so make you back up anything you need first. To boot into the bootloader interface, hold the power and volume down buttons with the phone off. Further instructions are provided in the web installer guide.