Diff-lock can be engaged or disengaged at any road speed, so no need to stop.
However, with the vehicle in motion it is ESSENTIAL to be travelling on firm ground, in a straight line and without wheel slip, therefore DO NOT engage diff-lock if one or more wheels arre slipping... This will damage the transmission.... according to the disco owners handbook.
Driving on a normal surface with the differential locked the steering will feel stiff and excessive tyre wear will occur with the transmission 'wound up'.
Again, all the info is in the owners handbook.