In the lower left hand corner of your screen, you will see the Windows 10 logo, put your mouse on it and right click it. A menu pops up for different settings. Go to the one that says Power Options. In here, you can setup any power option you want from shutting down the displays, setting the password when the system wakes up, or just create your own configuration.
I believe that this was created mainly for the use for laptop use, but you can make the adjustments for desktops also.