When the screen of your Android device turns off, the Auto Lock feature is enabled and your device locks automatically. Other than disabling the screen lock, you can change the settings so your Android device will be locked after the given time (Not immediately).
Disable auto lock on Galaxy S4 or Galaxy Note 3 by doing as follows:
1. Open Settings and go to Device tab
2. Under Personalization settings, open Lock Screen.
3. Tap Lock Automatically* and set the time after which the screen will be locked (when the screen is off)
4. You can choose to lock immediately, or After 5 seconds to 30 minutes
* Lock Automatically option won't be available if the lock screen method is Swipe or None.
Read More Galaxy S4 Tips and Tricks