Enable fast user switching and there'll be an icon in the menu bar so that you can switch users (if that's what you want to do)
If your wanting to 'lock' the screen (your post isn't specific in your need/reason to goto the login window) you can set a password on the screen saver.
You can then assign a 'hot corner' to start the screen saver or use the screen saver short cut and that'll 'lock' the screen and require a login to gain access.