Sleep Mode - When you don't use the PC for sometimes, It will power down the Monitor automatically, but we can change these setting in Windows, This is located in the Power Options in the Control Panel,
If the Monitor is Switching off in the BIOS section, it won't be a Windows Configuration, I think the Monitor Resolution is not Compatible with the Settings you have setup, in the Windows Environment.
try to lower the Resolution and then plug the Monitor and see.
Good Luck