Such an simple issue but no obvious action! If you are running your Surface Pro 4 or your Surface Book on a domain you need to always CTRL+ALT+DELETE to get to the login screen or to unlock your computer.
Windows 10 boot / lock screen requests you press CTRL+ALT+DELETE or Press and hold the Windows button then press the Power button to sign in or unlock.
Neither the Surface Book or Surface Pro 4 have a WINDOWS BUTTON!!
To get into your Surface you will need to press POWER + VOLUME UP
Maybe Microsoft could customize Windows 10 to cater for their own hardware devices when there is no known hardware button to support the onscreen instructions!