What is the meaning of "confirming the screen lock on your old phone"? To me "to confirm" means "to support or establish the certainty or validity of; verify", but does it make sense to apply this definition in this context?
This instruction appears to be the focus of your query.
Hit Next to confirm the screen lock on your old phone
The instruction tell you that clicking on the NEXT option on the screen will take you to another screen where you can enter the screen-lock of your old phone as part of the process you are engaged in.
Confirm in this context means that you need to enter the screen-lock pin/formula/code to verify it.