Hi HaoSun, thanks for your question. I'm Graeme, a Microsoft Community expert and fellow user.
What you're looking for is Fast User Switching.
Here's a link to a tutorial article that'll show you how to enable it.
https://www.tenforums.com/tutorials/95383-enabl...
If you're still having trouble with it after trying the steps in that article, please let me know! Thanks!
Note: Non-Microsoft websites are linked. The pages appear to be providing accurate, safe information. Watch out for ads on the site that may advertise products frequently classified as a PUP (Potentially Unwanted Products). Thoroughly research any product advertised on the site before you decide to download and install it.