Well I would think it's the same for all Androids.
So on my phone I go into settings/security/screen lock (or something very close to that) once you are in the screen lock area you can chose between having no screen lock (What you have right now) or connect the dots screen lock, password, or pin code.
If you want to back to having no screen lock just go back to the screen lock options area and select "No lock"
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