How to Lock Your Screen (Macbook)

First, you must make sure your computer is set to require your user account password when unlocking or waking up.

Launch System Preferences, found in the Apple menu
Click on “Security & Privacy” and look under the “General” tab
Click the checkbox next to “Require password after sleep or screen saver begins” – from the drop down menu select either “immediately” or “5 seconds” as the time interval to require the password
Exit out of System Preferences

There are a few different ways to lock your screen. These are the most common:

Simultaneously press Control + Shift + Eject

(or Control + Shift + Power if you're on a newer Mac)
Use Hot Corners (drag the mouse cursor into a corner of the screen)

In System Preferences, go to “Mission Control” and click the “Hot Corners” button in the lower corner
Choose the hot corner you wish to associate with the locking feature and then choose “Put display to sleep” or “Start Screen Saver” – either method will require password entry to regain access
Move your mouse to that corner to activate the feature