WhatsApp for Desktop is working on a new privacy feature that will let users set up a password to restrict unauthorized access on their PCs or laptops. Currently, users have the feature to set up security access on WhatsApp for Android and iOS app using password.

source https://www.gadgets360.com/social-networking/news/whatsapp-desktop-app-screen-lock-feature-coming-soon-report-3542291#rss-gadgets-all