You cannot lock your stroller to a fixed object, such as a lamppost, railing, etc.
You can use any sort of lock you want to that simply disables the stroller. If your stroller has open wheelhubs, the best option is usually a very slim cable lock, as for a bicycle or a computer The best technique is to lock it in such a way that it can move with the lock on it, but just not very well, such as putting a cable through the two front wheel hubs, so that the only way it will roll is while doing a wheelie.
My personal preference is not to restrict the motion in any way; too much hassle for me to have to mess with the lock every 10 minutes when we arrive at another ride. Instead, I use a long-hasp padlock, and put it around one of the fold joints, so that the stroller cannot be folded without removing the lock. That is enough security to give me peace of mind; only someone being deliberate enough to carry a bolt cutter would go to the trouble of taking it on purpose. Anyone who took it by accident would discover the problem as they left the park, and leave it behind for Disney to find and return to me.