If using Microsoft® Exchange / Corporate sync, some screen lock options may be unavailable.
These steps can also be utilized to change your current screen lock setting.
From a Home screen, navigate: Apps icon > Settings .
Tap Screen lock.
If presented with 'This device does not have a Google® account associated with it...', tap Add Google account now to setup the account before proceeding. To proceed without setting up a Google account, tap Continue.
If presented, enter the current PIN/password/pattern.