xscreensaver
is run automatically, in the background, when you log in. It will lock the screen if you are idle for a certain amount of time (thinking you have walked away and forgotten to log out).
To see all possible screensaver modes and options:
xscreensaver-demo
To lock the screen:
xscreensaver-command --lock
There should also be a LOCK icon at the bottom of the screen. Clicking that icon will run the –lock option.
Note: many of the screensaver modes have been disabled, as they are cpu-intensive. Please be careful if you turn on additional screensaver modes.