In the Add to Archive dialog box, set an encryption password, ... an Encrypting File System is available on Windows, ... right-click on the file or folder. Select Properties > Advanced.

When you close out the Properties dialog box, keep Apply changes to this folder, subfolders, and files. This will encrypt every file in this folder and its subfolders. New files created or dragged ...

If you choose the standard ZIP encryption (weak encryption) when making the ZIP file, then Windows will show a password dialog box when extracting one of the files from a password protected ZIP ...