What component do I need for this?
System lockdown is an application and device control feature:
It is under the Proactive Threat Protection piece for SEP. When you create the package make sure to check Application and Device Control so it is installed as well.
SEP Knowledge Base
More information about system lockdown:
Configuring system lockdown
Setting up and testing the system lockdown configuration before you enable system lockdown
Creating an application name list to import into the system lockdown configuration
Making the blacklist mode for system lockdown appear in Symantec Endpoint Protection Manager