In the current version of LINQ (SQL server), unless you are a SQLSA customer, the payroll spreadsheets do not prompt for a password when you refresh. We are able to use your windows login so you are already authenticated to the server. If you are concerned about access to your spreadsheets when you are not at your desk, the industry best practice would be to lock your screen EVERY time you walk away. This will force you to re-authenticate to windows when you get back.
You may want to talk
to your technology folks and see exactly how they want you to do this. One way
to lock your screen is to press the windows button (located in the lower left hand corner) and the letter L (it does not have to be a capital L). This also
locks your screen to protect any software you have opened. Of course, you need will need a password on your screen.