You can set a password in your BIOS settings that would require you to enter a password before the machine would boot up if that's what you're asking about. If you fail to enter it, it won't even start to load your operating system. Nor will it boot from a CD, USB key, network connection, or floppy.
Getting into the BIOS settings varies by manufacturer. But usually hitting F1, F2 or DEL immediately after powering up will do it. The hardware password setting is usually found under a tab labeled Security
or something similar. But that also varies by manufacturer so you may have to go searching for it.
1. If enabled, your machine will have an extra step to go through each time you reboot it.
2. Do not - under any circumstances - forget the password!
Cracking and resetting a forgotten Windows password is a nuisance. But it's doable. Resetting a forgotten BIOS startup password is a major headache that requires access to the motherboard, hard jumpering pins, disconnecting batteries and other techno-nastiness best avoided. So again and again 100 times more : DO NOT
EVER FORGET YOUR BIOS PASSWORD IF YOU SET ONE.