"Password protected directories" feature enables you to protect certain directories of your account. Directories enabled with this feature will prompt for username and password whenever accessed.
Steps are as follows :
1) Login to your "Cpanel".
2) Under section "security", select "Password Protected Directories".
3) Select appropriate directory where the folder is located and click on "Go".
4) Click on the folder that you wish to protect with password.
5) Lastly, you need to enable password protection with entering following and click on "Save".
That's it. The directory access will prompt for username and password on next access.