If you're seeing an icon of a padlock surrounded by an arrow in your iPhone's icon bar, it means that your iPhone has rotation lock enabled.
Rotation lock allows your iPhone to be locked or "frozen" in portrait mode. In other words, turning your iPhone horizontal won't cause the screen to rotate into landscape mode.
If you've ended up in rotation lock accidentally, and want to know how to interact with the iPhone's rotation lock feature, visit our FAQ entitled "How do I lock rotation in iOS?".