DISCUSS ANYTHING & EVERYTHING: Money, Dating, Health, Internet, Legal, Jobs, People, Places and more

using windows explorer Look on the pendrive itself, there maybe a file called 'Read me'  or  'Lock'

open that, read & follow instructions

or

if you just want to secure lock certain files like say word or excell files,.. open them then go: 

File > save as > tools >general options > type in a password to open &/or password to modify.

Dont lose the password or you will lose access.

Next alternative,.. Download a file locker App.