There are basically two “doors” to your computer. One, the front door, is through your operating system (Windows, OS X, Linux, etc.). You can put a lock on the front door by using a password. This is the password you use to log in to Windows.
This password — your operating system password — prevents someone from using your computer as if they were you. This is a good idea, but it does not protect the back door: your hard drive.
In most computers, your hard drive is not much different than a USB drive (thumb drive, flash drive, whatever). It just plugs into your computer’s Serial ATA port instead of a USB port. Here is an $8 cable that lets you plug any hard drive into a USB port. Once plugged into a USB port, the data on your hard drive is as easy to read as any other USB drive.
(The “hard drives” in many tablets and ultrabooks are a bit more difficult to access, since they are soldered to the motherboard. That just means it takes a few more steps to read them; it does not make the data more secure.)
There is no password that can protect the data on your hard drive. You need a different sort of security: encryption. Encrypting your hard drive scrambles the data as if every bit of information were run through a Little Orphan Annie decoder ring. Except way more complicated.
Once you enable encryption, you don’t have to think about it. When you log into your computer with your password (make it a good one!), your computer will decrypt your files on the fly, as you need them. You can open them, attach them to emails, and use them as usual. But when you log out of your computer, your files will be encrypted and your back door will be locked.
There are, of course, other potential “doors” into your computer, but those are a bit more complicated to deal with, so they are a question for another day.