Its actually one of the nice features. You access it double-tapping the home button, swiping right to get your music controls, and the rotation lock button is in the left corner.
Now, by default, it locks into portrait mode only. But you can rotate into landscape mode when its locked and it will stay locked in landscape mode. All you need to do is bring up Assistive Touch (enabled from Settings > General > Accessibility) and use the on-screen rotation controls. I set my phone to toggle the Assistive Touch controls on triple-tapping the home key for easy access.