@Amit Kubade This functionality is not present in AAD but currently but there is a functionality for MAC enrolled devices in Intune.
There is user voice feedback going on which PG can consider in near future for Windows platform as well.
Feel free to upvote the suggestion or add any comments here : https://microsoftintune.uservoice.com/forums/291681-ideas/suggestions/40910176-lock-windows-10-screen-with-pin
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