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