If you want to use device protection, the following requirements have to be met:
Does your device support device protection?
Newer Xperia devices support the device protection features. Tap or click here for list.
Have you signed in to a Google account?
To turn on device protection, you need to sign in to at least one Google account on your phone. Your Google username and password will be used to unlock your phone in case it was locked by device protection.
Do you use a secure screen lock?
To activate device protection, you have to set a secure screen lock (PIN, password or pattern). If you use Smart Lock or your fingerprint to unlock your phone, this will also protect your device, as you always have to set a PIN, password or pattern as a backup method to unlock your phone.
If your device meets all the requirements, device protection is on.