Snare locks are usually made out of small strips of flat steel with two holes drilled in them. You bend them into an L shape with one end of the snare attached at one hole and the snare wire running through the other hole to make your noose. They let your snare slide closed but if the noose tries to open they jam on the cable.

Then come a bunch of other tricks, like stops to keep the noose from tightening to much, this means you don't catch or kill other animals than you want to, or breakaway snare locks and links to let accidental catches of larger animals get free.

You are unlikely to see anybody use any of these things on a survival snare.
The closest thing would likely be a sort of lock device made by doubling the small loop in the end of your snare wire, the one that makes the sliding eye for the noose wire to go through.