Simply how to lock access to one app.

Like: you want to show someone a page or something but you don’t want them to mess around with your device. So, you simply pin the app you want to show. Since if you’ve got a password/pattern for your lock screen: this will be needed to get out of screen pinning.

First you need to enable Screen Pinning, which you do under Settings > Security > Screen pinning

OR

Recent apps > 3 dots menu > Settings > Screen pinning, where you set it ON.

Then on recent apps, you’ll see a pin button on apps. That’s pretty much it. To get out of pinning mode press Back and power button at the same time.

But, I don’t want them to just exit out on screen pinning without a pin/etc?

With a protected lockscreen enabled (pin/password/pattern) there’s a tickbox for “Ask for unlock [pattern/pin/password] before unpinning”.