Locking your computer is a simple way of restricting access to your machine while you're not at your desk.  You can press Ctrl + Alt + Del to access the Windows Blue Screen, and from there press "Lock"... or

+ l will lock it for you straight away

Store your documents in a suitable location.  It might be that your company has a network share, or even a collaborative tool like SharePoint.  Uses these where possible, to store company documents.  These have the advantage that they should be backed up as part of the network backups, and in the event that your machine has a hardware failure, you should be able to switch to any machine to continue working.