George correctly suspects that his wife has been having an affair. He does not know who she is having the affair with, and so he locks her up. He immaturely believes that her incarceration and their later move to another place will stop her infidelity. It is ironic that an oblivious George, at the beginning of chapter 7, tells Tom Buchanan, who is the man Myrtle is having the affair with, what his plans are:

“I’ve been here too long. I want to get away. My wife and I want to go West.”

“And now she’s going whether she wants to or not. I’m going to get her away.”

He later tells Michaelis, a neighbor who hears the racket Myrtle is making in the bedroom, about his intentions: 

“I’ve got my wife locked in up there,” explained Wilson calmly. “She’s going to stay there till the day after tomorrow, and then we’re going to move away.”

What he does not realize, however, is that limiting her freedom does not resolve the issue. Myrtle wants an escape from the boredom and poverty a life with him offers. She starts an affair with Tom Buchanan because he offers her hope. His attention not only brings some excitement into her dull and dreary life but also leads her to believe, naively, that she has a chance of living a life of glitz and glamour should he decide to leave Daisy and marry her. 

George's decision to lock Myrtle up and physically force an end to her affair tragically and ironically backfires. Later, after he has beaten her up in the garage, Myrtle runs into the road and tries to stop a car that she believes is being driven by Tom. Her unfortunate and surprising act results in Daisy (who is actually the driver) knocking her down and killing her instantly.

George is completely overwhelmed by his wife's sudden demise and cannot control his grief. He decides to find the culprit, whom he also believes was Myrtle's lover, and exact his revenge. This decision eventually results in George, on the strength of hints provided by Tom, going out to find Jay Gatsby. He kills Jay and then takes his own life.

In the end, then, George's desperate actions bring greater tragedy than anyone could ever expect. 

The answer to this can be found in Chapter 7.  Basically, he thinks that she is having an affiar.  So he locks her in the bedroom.  He tells his neighbor that he is going to keep her there for a couple days.  After that, the two of them are going to leave and go live somewhere else.  This will keep her from resuming her affair.

Of course, it is Tom Buchanan that has been having an affair with Myrtle Wilson.

Later on, Myrtle slips out past George and out of the house.  That is when Daisy runs her over with the car.