FAST55 - Below are pictures from a 1936 Chevrolet Truck Owners manual that describes the door locking and unlocking procedures. I'm pretty sure GMC instructions and functions are the same.
Joe H mentions the locking procedure when exiting the vehicle, but you asked about locking from the inside. To lock the doors while inside in prep for driving, the way I read the instructions, it includes the same door locking steps for the drivers door described by Joe, but on the passenger door, it indicates you must use the key from the outside of the passenger door to lock the door handle lock, then pull the door closed.
Seems they hadn't quite thought that process through too well. But then again, not many people were worried about locking the doors while driving I think.
Hope this answers your question.
