If you are under a contract, discuss the nature of the non-compete and assure your interviewer the terms are not in conflict with the role you are interviewing for. Indicate that you are open to providing proof of your ability to work for Lockheed Martin in subsequent interview rounds.
If you are not currently under a non-compete contract, let your interviewer know you are free to seek employment at Lockheed Martin. Ask any general questions you have regarding the need for a similar agreement at Lockheed Martin and demonstrate your willingness to fully consider the terms at a later date and time if applicable. Avoid detailed contract discussions during early interviews as your time is best spent convincing your interviewer you are a great fit for the open role.