Go to your cPanel in section Files and click Directory privacy.
To secure one of the directories you see, click the folder name
To secure a subdirectory, you must navigate the subdirectories: you have to click on the icon to the left of the folder name to go down one notch in the tree ... and click on the name of the folder you want to secure ...
1. Click 'Password protect this directory', give a name and save
2. Create a user with login + password, and save (check again to make sure protection is enabled on directory)
Wait now 2-3 minutes so that server will take new seurity seting into account...