When you leave your computer, it’s best to start a screen saver that can only be turned off with a password. You should set up a screen saver that will start after your computer has been idle for a set interval (15 minutes or less). 

You can also lock your screen manually using a Hot Corner.

How to Set Your Computer to Lock Your Screen Automatically

1. From the Apple menu, choose System Preferences.
2. Click Desktop & Screen Saver.
3. Click Screen Saver, and then use the slider to choose 15 minutes (or less). 
4. Click Show All to go back to the main System Preferences window.
5. Click Security, and then click Require password to wake this computer from sleep or screen saver.
6. Close the System Preferences window.

When your computer has been inactive for the set interval, the screen saver starts. Your password is required to start using the computer again.

How to Set Up a Hot Corner to Lock Your Screen Manually

Next, set up a Hot Corner so you can quickly activate the screen saver when you leave your computer.

1. From the Apple menu, choose System Preferences.
2. Click Desktop & Screen Saver.
3. Click Screen Saver, and then click Hot Corners.
4. Click the list next to the corner of the screen you want to use as a hot corner and select Start Screen Saver, and then click OK.
5. Close the System Preferences window.

How to Lock Your Screen Manually

If you've set up a Hot Corner using the previous procedure, you can use this procedure to lock your screen without waiting for the screen saver to start.

1. Move your mouse to the corner you set up as your Hot Corner.

The screen saver starts. Your password is required to start using the computer again.