All notebooks (laptops in Hizpanoamerica and laptops in Spain) that I know usually have between the function keys (at the top of the letter keyboard, above the numbers) a series of colour indications that, when clicked while holding down a key of the same colour, usually offer such services, such as turn off (only) the screen, put the computer to sleep (either suspend or hibernate), turn the music volume down or pause the player... Look there, you're sure to have that possibility you're looking for.

Function key combination:

Most Windows laptops have a key combination to turn off the screen but keep the computer on, on my computer it is this:

fn-f7

Power management settings:

Through the control panel or Windows settings you can indicate how long to wait to turn off the monitor if there is no use of keyboard or mouse.

Hello:

If it's a laptop (also valid for desktops), go to Start > Settings > System > Startup/Shutdown and Sleep, there set the desired settings (Turn off screen after 5 minutes or less and never sleep).

After finishing, check that the audio continues even after the screen is turned off.

Let me know how it goes.