From the Lock Screen?
It will go away on its own, eventually, if you don't keep playing music or other audio.
To make it go away faster you can swipe up from the bottom of the home screen so you see the multitask view. Find the Music thumbnail and swipe up on it to force close the app.
To the best of my knowledge there is no way to permanently turn off the Play Control on the Lock Screen. it will show up whenever it thinks you may want to control Music or other apps (like audio books) from the Lock Screen.