It looks like you do have a screen lock set, the option to set it should be somewhere above ‘Automatisch sperren’. What the message is asking you to do, is to set up the same screen lock as you already have, but when asked whether to use the code for secure startup, select no. You can then install the update. After the update, set the screen lock again, this time enabling secure startup again.
In case it helps, the instructions posted elsewhere are slightly clearer:
Go to Settings > Security > Screen lock .
Re-enter your current screen lock and select a screen lock. You can re-use your existing pattern, PIN, or password.
Disable secure start-up when asked if the new screen lock should be used for start-up.
(entering your PIN twice)
Now you are able to update the phone. A reboot before is recommended to avoid any issues with hanging processes/crashed apps or similar.