Tip: Two ways to lock your Mac
It’s my Mac—stay away!
Lock on Sleep or Screensaver
1. Open System Preferences.
2. Select Security.
3. Enable Require password to wake this computer from sleep or screen saver
Now, anyone trying to wake your Mac or exit the screensaver will be asked for the password.
Lock on command
1. Open Keychain Access (in your Utilities folder).
2. Choose Keychain Access > Preferences.
3. Enable Show Status in Menu Bar.
You should now see a little 
menu in the upper-right corner of your screen. Choosing Lock Screen from that menu will start your screensaver. Anyone trying to exit the screensaver will be asked for the password.
