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Windows 10 does not allow folders to be password protected as a native feature (unlike earlier Windows versions) Nevertheless, it can be done, and you don't need to download third party software. Just follow this tutorial and you'll be able to add password protection to any sensitive files in minutes. You can also use Acrobat to protect PDF files or images, and a different procedure can be used to protect images and documents. Using the Deeper Windows Password Protection can also be a more efficient and targeted option for sharing.