I miss the 'Windows + L' shortcut on my PC to lock my screen. Seems like Mac does not have it. Or does it?

Here is what you can do:

Launch Keychain Access and go to Preferences. In the General tab, check the box for Show keychain status in menu bar. This will add a padlock icon to your system’s menu bar.


Select this icon and you’ll see several options, the first of which is Lock Screen


There is also a keyboard shortcut.

Pressing Control + Shift + Eject on a Mac keyboard immediately locks your display. If you set your security settings to require a password immediately after sleep, no one will be able to access your Mac without first entering a password.