If you are talking the option for whatever code or pin etc, you have to use to access the device, you just go back into the area in "Settings" where you chose the type of lock and change it to nothing. You have to enter the current password/pin/etc. to do so though.
Now if you are talking just the screen you get when the phone goes dark, and you have to tap or swipe to get it open again, that won't go away unless you make the screen never go dark. Which of course would wreak havoc on your battery and also put the phone at risk of anything getting activated without you trying to access it.