Those settings are located in the power management settings. You can directly launch that using xfce4-power-manager-settings.
The blank option makes your screen display the black color but does not turn it off! I don't know what is the difference between sleep and switch off because both seem to make my monitor enter standby mode.
Mr/Ms user26687 above hit upon the correct answer in his/her comment above, but I can't mark a comment as The One True Answer, so I will summarize the content of the referenced page at kde.org.
As a bonus, that page contains instructions for changing the date format to YYYY-DD-MM, just like God, ISO and Gary Houston intended. Wasn't even asking for that, but got it anyway. Niii-i-i-i-ice.
Best Answer
Look at
System Settings > Desktop Behavior
.Re. a screensaver, that's not included by default because modern screens aren't affected.
But, if you're interested, look at Where are the screensavers.