There are a few ways this can be accomplished, and the following steps use a Keychain Access shortcut to provide easy access to the Lock Screen feature.
TIP: Make sure your identity is set up with a secure password, too: your locked desktop won't be too secure if everyone can guess your password!
Here are the steps:
- Open Keychain Access
- Open Keychain Access preferences
- Check the Show Status in Menu Bar checkbox
You will now see a small lock icon in the menu bar - click the icon, and click on Lock Screen menu item to lock your screen.