Monitors AnyWhere requires your main screen to remain on in order to control your extended desktops.
To prevent this from happening, you will need to disable the Power Policy settings.
From the Control Panel go to - Power Options:
Choose when to turn off the display > Set it to Never
Change when the computer sleeps > Set it to Never
Please disable the screen saver if enabled:
Control Panel > Personalized > Click on the Screen Saver icon on the bottom right corner > set it to None