There are different methods to password protect a folder or file in Windows 10. One way is to use File Explorer: right-click on the folder or file, click on Properties, then on Advanced, select "Encrypt contents to secure data" and click on Apply. Another way is to use the built-in folder encryption system called the Encrypted File System (EFS). This method is only available to Windows 10 Pro, Enterprise, or Education users.
If you don't have access to EFS, you can download a third-party software like Folder Protector. Copy it to the folder you want to lock, go to the settings option, and add a password to lock your folder.