Ubuntu 18.04

Hi: I went to Settings>Power but haven't seen anything related to the lid.

What precisely do you mean by "locks."

If you mean you have to enter a password to use the machine when you open the lid and if you are using the default Gnome desktop, check under Settings-->Privacy.

Thanks for your reply. I went to Settings>Privacy. It says
Screen Lock Off

How can that be? If I close the laptop, that is if I take the lid and move it downwards until it touches or almost touches the keyboard, and then open it again, I find a screen showing the date/time in big characters. Then I press the Esc key and now the system prompts me to enter a password (by the way it does not say if it is the root password or the regular user password; I tried with both but it rejects both!). And it shows a button with 'Unlock' written on it!

Windows 10 has the feature to lock the laptop while closing the lid. I have a gaming laptop and also facing the same problem.