How to protect a file or folder with password?

I have files and folders in my computer that I wish to add a password to it, if anyone double click the file/folder to open it, it will require a password to open it.

I want to upload the file or folder to the cloud or move to flash disk or keep in my PC.

How to do it?

Thanks.
 
If it’s to secure sensitive documents, then make sure the zip program is set to use AES-256 encryption, as the default level is usually pretty weak. On the other hand, if all one is doing is hiding ‘sensitive documents’ from children, siblings, parents or guardians, then jobeard’s suggestion is fine ?
 
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