I used to work for Lloyds Banking Group in a previous life and was in the department that was tasked with automating the Bank's Back Office functions. One of the issues of having computers in the public areas of the branches was ensuring that Staff were drilled on how to quickly lock their computer should they need to leave the customer they were interviewing on the customer side of the Branch and return to the staff side to get some paperwork or whatever. Leaving a computer logged into sensitive bank information whilst not being present is a dangerous thing to do, so I trained all staff I dealt with on how to quickly lock their screen when they left their PC unattended.
Because Microsoft designed Windows to be used in business environments there are a lot of useful keyboard shortcuts that are included to make life easier once you know them and this is one of those. So to quickly lock your screen press
Windows Flag key + L
The keys to press are highlighted in blue in the image of a keyboard above. The Windows key is classed as a "Shift" key so you can press and hold that and then once that key is pressed in, tap the letter L (for "Lock") with it and then let go of both, as soon as you do that the computer screen will be locked and you will have to enter your user name and password to get back in.
This ends this how to.