You require a passcode on your mobile device if your work email account is stored on it

Please see the below articles for Apple, Android or Windows Device on how to achieve this

Apple: https://support.apple.com/en-gb/HT204060

Android: https://www.howtogeek.com/253101/how-to-secure-your-android-phone-with-a-pin-password-or-pattern/

Windows: https://support.microsoft.com/en-gb/help/12372/windows-10-mobile-phone-lock-screen-faq