Lock Workstation: This option will lock the computer but keep all the user's programs running. Disconnect Session (Switch User) also keeps your apps running. Logging/signing off will CLOSE all applications before signing out of the session. Locking the computer means your apps are still ON and running.
The difference between 'locking' ( Lock Workstation) and 'logging out/signing out' ( Logout) is what happens to your applications.
