When you have finished using the computer, there are multiple ways to finish the session. Which one is right in a given situation depends on how long you will be away and whether you are worried about energy consumption, among other things.
Locking the Computer. Pause your session, but keep the computer on. Make sure that nobody can look at or change your work while you are away on a break. Other users can log in and work in the meantime. Other users can shut down the computer, but a prompt will warn them that you are still logged in.
Logging Out. Finish the current session, but leave the computer on, so other users can log in.
Shutting Down. Finish the current session and turn off the computer.
Restarting. Finish the current session and restart the computer. Restarting is necessary to apply some system updates.
Suspending the Computer. Pause your session and put the computer in a state where it consumes a minimal amount of energy. Suspend mode can be configured to lock your screen, so nobody can look at or change your work. Waking up the computer is generally much quicker than a full computer start.
This mode is also known as suspend-to-RAM, sleep or standby mode.