Where does it appear exactly? And what exactly does it look like (what exactly is an "unlock" icon, and what kind of an "arrow" does it have and where exactly)?
I think it's pretty obvious he's talking about the orientation lock icon.
OP, it can be turned off/on using control center. It's a lock with a circle concluding in an arrow around it. It locks your screen in one position so it will not rotate. Can be easily turned on and off.