I came here looking for the same answer as the OP. So to summarize the actual answer to the question asked, instead of the various workarounds being preached in this thread: there is no native PIN or password lock for the EN desktop app on Windows, other than simply signing out of the app. There may be third party apps that do this, such as Gameprotector. Still, others may still be able to see your content if they know how to navigate to the EN database, which is not encrypted.
Hope this saves time for the next person who is just looking for the answer to the question posed.