I found these methods on Ubuntu Forums in a thread titled: Thread: How do I lock the screen in XFCE?.
excerpted from 2 of the answers in that thread
Method #1 - Keyboard shortcut
Open the settings manager > keyboard > shortcuts and you can see that the default shortcut to lock the screen is ctrl-alt-del. If you want to change it, click add on the left, type in a name for your list of shortcuts, (widen the window so you can see the whole thing) select xflock4 shortcut on the right and enter the new key combo.
Method #2 - via command line
Method #3 - xscreenlock
Most of the time I use
xscreenlock on a multitude of Linux distros. It's fairly ubiquitous.
excerpt from developers website
XScreenSaver is the standard screen saver collection shipped on most Linux and Unix systems running the X11 Window System. I released the first version in 1992. I ported it to MacOS X in 2006, and to iOS in 2012.
On X11 systems, XScreenSaver is two things: it is both a large collection of screen savers; and it is also the framework for blanking and locking the screen.
On MacOS systems, these screen savers work with the usual MacOS screen saving framework (X11 is not required).
On iOS devices, it is an application that lets you run each of the demo modes manually.
screenshot of main dialog
There is a ton of screenshots of the various screensavers and Xscreensaver also provides screen locking as well.