Once you have enabled a screen lock (fingerprint, pattern, PIN, Password...) on your Samsung Galaxy S6 Edge, there are couple of additional options that can be turned on. Head to Apps > Settings > Lock screen and security and then tap on Secure lock settings. From this menu you can configure the following options:
Lock automatically - Automatically lock the screen after a certain amount of time (Immediately, 5 seconds, 13 seconds, 30 seconds, 1 minute...).
Lock Instantly with Power Key - When enabled, it allows you to lock your phone with a tap on the Power button.
Smart Lock - When enabled, it can automatically disable the screen lock of your device each time you are in proximity of a trusted device or place. Head to Apps > Settings > Lock screen > Secure lock settings > Smart lock. You will need to authenticate using your current password, PIN, pattern or fingerprint. You can now add your Trusted devices (NFC tags, Bluetooth device/kit) and Trusted places using Google Maps (home, workplace...).