Presumably you mean that you set a password in the BIOS? Windows will ask you for a password when it starts, but if it doesn't, press the Windows key + R and type: netplwiz.exe
Run this command, and a dialogue window will open showing all the user accounts for your computer. Make sure the box labelled 'Users must enter a username and password to use this computer' is ticked.
If your BIOS password is involved, go back into the BIOS and reset your password.