You have 2 possibilities to lock your mac’s screen, first you can activate the „show keychain state in menu“ from within the keychain administration tools settings dialog. After activating this you will have a lock symbol active in your menu bar. From there you can call the „lock screen“ command by clicking on the lock symbol and selecting „lock screen“. If you are a bit like I am you will prefer a keyboard shortcut doing this. Therefore simply press ⇧ Ctrl ⏏ (Shift, Control, Eject) and your screen will be locked.