Hello T C, and welcome to Seven Forums.
Normally when you just lock your computer, you will only see the lock screen. The display doesn't turn off automatically until after some idle time has passed.
This will lock your computer and turn off your display(s) instantly. Just like when your display(s) turn off normally, any movement of the mouse, touchpad, or pressing a key will have the display(s) automatically turn back on to see the lock screen to be able log back in.
You may have inadvertently moved or pressed something right after clicking on the context menu to turn the display back on. While on the lock screen, it is normal for only your main display to on and not your other displays. The other displays only turn on while in Windows. Sometimes you may have another on during boot, but not always.
If you are sure that you didn't move or press anything, then you may have missed a step in the tutorial, or downloaded the wrong NirCmd 64-bit file for your 64-bit Windows 7.
Hope this helps,