我想通了：

require "rubyXL"
require "rubyXL/convenience_methods"

workbook = RubyXL::Workbook.new
sheet = workbook.worksheets.first

# Crate an xf that locks the cell
locked_xf = workbook.cell_xfs.first.dup
locked_xf.protection = RubyXL::Protection.new(
  locked: true,
  hidden: false,
)
locked_id = workbook.register_new_xf(locked_xf)

# Crate an xf that does not lock the cell
unlocked_xf = workbook.cell_xfs.first.dup
unlocked_xf.protection = RubyXL::Protection.new(
  locked: false,
  hidden: false,
)
unlocked_id = workbook.register_new_xf(unlocked_xf)

# Create new cells.  Lock each one.
(0..5).each do |row|
  (0..5).each do |col|
    cell = sheet.add_cell(row, col, (row * col).to_s)
    cell.style_index = locked_id
  end
end

# Create a cell range to cover "all" rows. (Upper bound set at 16384)
range = RubyXL::ColumnRange.new
range.min = 1
range.max = 16384
range.width = 10.83203125  # be sure to set this, otherwise columns aren't visible.
range.style_index = unlocked_id
sheet.cols << range

# Lock the sheet
sheet.sheet_protection = RubyXL::WorksheetProtection.new(
  sheet:          true,
  objects:        true,
  scenarios:      true,
  format_cells:   true,
  format_columns: true,
  insert_columns: true,
  delete_columns: true,
  insert_rows:    true,
  delete_rows:    true
)

workbook.write("lock_test.xlsx")

（我还在这里放了一份代码：https://github.com/kurmasz/rubyXL-recipes）