That is old school, for this you need a bike fork with threaded steerer tube, these are hard to find these days. The headset is locked using the upper cup and locking nut and a lot of finger sensitivity and tightened but not too tight and not too loose.
Threaded headsets are available in different diameters 1 inch and 1 1/8 inch mostly with the name "Classic". 
The Ahead headset is the most used representative of the threadless headsets. The assembly is similar to that of threaded headsets, the difference being that the fork has no thread. The nut is found directly in the steerer tube of the fork and is referred to as the star fangled nut or star nut. The star nut has the function of a nut, that with the help of star-shaped blades (or an expander for carbon fibre forks) is wedged into the steerer tube. In order to adjust your a-head headset
you need an ahead stem and an ahead cap. The bearing cups are here also on the outside (EC) and pressed against the steering tube.
Again there are different diameters: 1 inch, 1 1/8 inch, 1 1/2 inch or conical forms, these are referred to as tapered.
With the integrated headset the bearing cups are placed loosely at either end of the head tube. They come as either integrated or as fully integrated and are recognisable by the abbreviation (IS). The advantage is that installation and changing the bearings is possible without using special tools. The disadvantage is that damaging the steering tube (e.g. through an accident or fall) can lead to the bearing cups being hard to change. Because these are part of the bike frame. You can find here the diameters 1 1/8 inch, 1 1/2 inch or tapered*.
In the case of a semi-integrated headset one immediately notices on the bike frame, that the head tube appears to be especially thick. This is easy to explain, because the bearing cups are pressed into the head tube and the headset disappears so to speak into the head tube.
This setup is referred to as a Zero Stack (ZS). The advantage is that the fork and the stem are closer to the head tube and allow for a flatter construction. Tightening occurs like with ahead stem with the star nut, cap and stem. These diameters are available with the semi-integrated headset: 1 1/8 inch, 1 1/2 inch or tapered*.
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