What does sleep do in Windows? Should I lock, sign-out, logoff, sleep,
This is actually a great question. In Windows 10 you have more options. The sign-out option is like the old Logoff. When you sign-out all your applications are closed, and your security access is removed but the computer remains powered up. You must login and restart your applucations.
Lock leaves all your applications running but you need to login to gain access. The power stays on so backups scheduled can continue to run. Sleep puts your computer into a very low-power mode, and saves its current state in its RAM. Sleep is similar to Lock, but is intended for a short time away. It requires you to logon if you specifies this in the Power/sleep options.
Then you have Hibernate (on many systems), and shutdown. Hibernate is like Lock, but the computer saves everything and shuts off power. So when you start the computer back up it loads the status of when you did the hibernate and starts faster.
Shutdown is like Logoff but the power is turned off so it takes longer to start up again. Read up on what is the best option for your needs.