Prior to Windows 8 (and still in Windows 8.x), you could lock the PC by hitting the Ctrl-Alt-Del combination. This allows you to keep your PC protected and your work away from prying eyes when you step away for a few minutes.
If you have a Microsoft Surface with a keyboard (touch or type) use this key combination instead:
This skips the whole Ctrl-Alt-Del method and puts the Surface directly at the Lock Screen. Quick and easy.