First create a compressed (zip) folder and then open it. paste the files here that you want to protect with password. Now do right click anywhere in that folder and select "ADD A PASSWORD" option.
A box will appear. Enter your desired password in it and press OK button..
Now your files are password protected and will require password to open..
HOW TO CREATE A COMPRESSED (ZIP) Folder??
do right click and go to New>Compressed (zip) folder. Done!!