If you want to protect a folder with a password, you won't find such a feature on Windows 10, but you can this alternative.

On Windows 11/10 PCs, most users set up an admin/login password to prevent others from accessing their computers without their knowledge; however, this may not be enough if we need to protect ...

Windows users can easily change or reset User Password in an RDP Session in Windows 11/10 using various methods described here.

Swapping passwords for PINs The insider notes for Windows 10 20H1 Build 18936 include details on how Microsoft is pushing for passwordless sign-in to Microsoft accounts on devices.