The front sprocket has the locking ring with two 6mm screws. Since these thread into the hardened sprocket steel, you can do them up pretty tight but don't overdo it. I use red LocTite on these.
The rear sprocket studs do get torqued down tight, the studs will pull out of the cush rubbers along with the sprocket - you don't loosen the nuts with the sprocket in place and once the studs break loose it's impossible to tighten the nuts with them in there (and tightening will probably break the crud and corrosion bond). Once the sprocket and studs are taken off the wheel hub, there are flats on the studs to get a wrench onto. Possibly (some do, maybe not Honda or not a 400?) the flats on the studs sit in a groove or hit a raised ring, keeping them from turning. The rear sprocket itself is held on the hub by a large c-clip.