There is no way (I know) to enable steam to disable the lockscreen.
Edit
A comment clarified that the question resolves around the time based lockscreen.
Open Settings / System / Power & Sleep
Set both settings to an appropiate time or never.
Just disable the automatic lockscreen through your account settings.
Go to Start Menu / Settings / Accounts / Sign-in Options.
On this screen, Look for "Require sign-in" and set it to "Never".
From Microsoft Learn
You can also configure autologin for your user with steam in autostart. Then you can also use Wake on LAN.
There are multiple ways to configure autologin. The easiest way is to use the autologon.exe Tool from the Sysinterals-Collection. Just download it, start it, enter your credentials and restart. Some versions of windows require that there is a password configured for your user.
https://learn.microsoft.com/de-de/sysinternals/downloads/autologon