Due to prominent UI changes in Windows 8, there are a lot of options whose position has been changed. The ability to Log Off or Lock screen for a user is one such example. Its position has been changed like Power Menu in Windows 8. Here is how to log off or lock user session.
Go to Start Menu which is one of the biggest changes in Windows 8.
At top left, you can see user name along with a user picture which is called User Tile in Windows 8.
Click or Tap on it and a menu will open with options to Log Off or Lock.
Choose the action required.
To lock the session, a shortcut is available which is Windows Logo Key + L.
There is also another option to access these options which is familiar ALT + CTRL + DEL.
Let us know in comments if you find another method.