No rental agreement no paper or lease can I just lock him out?

Generally no. If his actions are criminal, call the cops.
Read the law for your state at the top of the board.
If someone has paid rent, they are a tenant, regardless of paper.
Do you own or rent yourself? Did he pay rent to you or someone else?
One option might be to present him with a lease with a requirement of first last and security, if you can be sure he won't pay it.
You could type up a list of personal rules too, from quiet at night to doing dishes and how many guests can be there.
It might not be enough to get him out but it's more likely to intimidate than threats. He could call the police on you for locking him out.

More details are need. ANY question on law needs to include your general locale as laws vary by area. Do you own the residence? Are you the renter and they are your roommates?

Most likely you will need to go through the formal eviction process. But without knowing more about the circumstances and your locale we can't tell you what the process is.

We can tell you that you should not lock them out. That can open you for a lawsuit.