Sorry.. my wife just got a new car two days ago as well, confused myself with the new carness.. the Lancer came with a nice cloth pouch for the wheel lock tool.. i just looked in my glovebox, it's a bag with "orange" written on it.. nothing fancyOK, things are getting a bit weird in here.
That's a security lug nut.... the security socket should be in your glovebox or in the hatch cargo set. If it's missing then the dealer owes you the correct one... each and every car comes with one and has its own unique printed security-code to decipher/order a replacement if needed. Again they should have given you one as part of the accessory standard items.
It's about to get more weird, mine was under the driver seat taped, wrapped in tissue and cloth and then a bag was over everything. Dealer told me upon coming for pick up as I took off all the plastic.OK, things are getting a bit weird in here.