Workplace will check to see if you have a screensaver with a password set for your user, as per your applicable security policy. You also need to make sure that your screensaver turns on as soon as practicable after the computer is idle. This is to ensure that if someone physically gains access to your computer they cannot get into your account without your password. If Workplace indicates that this is turned off, it only takes a few clicks to turn it on.
In almost all versions of Windows, you can open the Control Panel and search for "screensaver." Choose the proper result which usually says "change screensaver" and it will bring you to the setting where you can choose a screensaver and add a screensaver password to your account in Windows.
On a Mac, open System Preferences and choose the "Desktop & Screensaver" pane, and choose the Screensaver tab. In there you can choose a screensaver. Look in the bottom left and set it to "Start after : X minutes or less, according to the policy settings indicated by the software. Then head back to the main system preferences screen and choose Security & privacy. There you can choose to "Require a password after sleep or screensaver begins" The best practice is to set this to "immediately."
If for some reason, you cannot set a password on your device to satisfy the device security check, you may be able to contact your local admin or IT support to grant you a one-time exception so you can continue on.
Once your account has a screensaver, and a password is set to start according to the policy, refresh the Workplace security checks page or go back to log into your portal and Workplace will indicate that you have passed the check and you can proceed!