This feature is also known as HTTP Authentication. Here’s how to do it:
/ If you want a subfolder to be protected (like mydomain.com/thisfolder), enter / and then the subfolder’s name like /thisfolder. Make up a title for the protected directory and click OK.That’s it! If you visit the URL that corresponds with that directory, you’ll be prompted to enter a username and password before you can view it.
Note: it may not be immediately obvious but when you click on “Password Protected Directories” the settings you add are in the context of the domain or subdomain. That’s why you don’t have to enter the folder name where your web root is, like httpdocs or sub.domain.com.