Open the Windows search bar, type "BitLocker," click on Manage BitLocker and open it. Find your removable drive under Removable data drives – BitLocker To Go and select it.

One of the best-kept secrets of Windows 8, BitLocker to Go is the latest incarnation of an encryption tool that’s been included with select versions of Windows since Microsoft first introduced ...

You can also encrypt other drives (including removable USB drives) with a feature named BitLocker To Go. You also have access to lots of extra settings to customize the way the encryption works.