Instructions
1) In the search field on the bottom left of your screen, type sign-in options. Do not press Enter.
In the list of results that appears, click Sign-in options.
2) Locate the "Require sign-in" section. In the drop-down field, choose your preferred option. If you want Windows to prompt for authentication when resuming from sleep, choose When PC wakes up from sleep.
3) Close the settings window.
Outcome
Windows will prompt for a password when resuming from sleep.