Some people may be able to sing out of Windows 10 to turn off the screen, but this way the app you're currently open needs to close.
However, locking your PC or laptop can make the application in use stay active when the screen is off.
Just a tip, you should use your password or add the Sign In option so that your PC and laptop will be protected.
Quoted from CNET, Monday (8/7/2019), here is how to easily lock a Windows 10 PC and laptop.
1. Windows key + L
The first thing you can do is to press the Windows key on your keyboard and L at the same time.
This way, you can close the screen quickly and easily.
2. Ctrl-Alt-Delete and Enter
This is one of the most frequently used ways by owners of laptops or Windows 10-based PCS.
Press and hold the keyboard key combination Ctrl + Alt + Delete Simultaneously, then press Enter.
3. Start Menu
For this one, you have to press the "Start" button, select the Windows account profile icon, and click "Lock Screen ".
4. Auto Lock via Screen Saver
In addition to the three ways above, you can lock your laptop and PC automatically through the screen saver.
The way, go to Control Panel > Appearance & Personalization > then Change Screen Saver. Then, go over the box to Resume on the login screen view.
You can also set the time for how long the PC screen waits before starting the screen saver.
When you exit the screen saver, you must enter the password to return.