AutoPlay Security Concerns when Computer is even Locked?

So for extra added security, would it be wise to Enable those Group Policy settings as shown in my image?

At the risk of repeating what @dalchina said (again) Autoplay and Autorun aren't the same.

Autoplay will notice a CD with music on (for example) and launch GrooveMusic to play it.

Autorun is a feature that doesn't exist any more where you could run a program. It doesn't matter what you set the group policy setting to - it will not work. If you look at the description for that policy you will see it doesn't actually do anything (if you have Vista or a later version of Windows). "If you disable or not configure (sic) this policy setting, Windows Vista or later will prompt the user", "If you enable this policy an administrator can change the behavior to <snip> automatically run the command"

This isn't true for the OPEN command though - only other commands you can put in the autorun.inf file. You just can't make Windows run a program on insertion of external media - it simply hasn't worked since Windows XP.

There are methods to make the insertion of a USB run a program but they are outside what we can discuss on this forum (because they are malware basically) and always involve somehow installing an extra program on the host computer.

I'd leave it. If it makes you happier to disable it then disable it but the end result is the same.

I have actually written a program that polls USB ports and if it finds the correct USB inserted will copy all documents from my downloads folder to that USB. The point is so I can just copy downloads onto a USB to put in my TV. There isn't a way (that I am aware of and I spent a long time looking) that you can do this without having the program running on the host PC checking.

Your Windows 10 PC will not automatically run a program when a USB or DVD is inserted unless you already have malware in which case it is already too late.

Very good explanation. Thanks a lot.