How to lock Windows 10 screen without a keyboard?

Click Start, then click your username/picture at the top and select Lock from the menu. This also works on Windows 8.1.

You may have to enable this menu item from your power settings:

1. Click Start, then Settings
2. In the window that opens, click System, then select Power & sleep from the menu to the left
3. Click Additional power settings
4. Click Choose what the power button does from the menu to the left
5. Click Change settings that are currently unavailable
6. Check the checkbox that says Lock - Show in account picture menu at the bottom
7. Click Save changes.

You can create a shortcut to the following command:

rundll32.exe user32.dll,LockWorkStation

This will return you to the same screen as Win+L

EDIT: As noted by @BenN - Use the command tsdiscon instead as rundll32 has been depreciated.