1) Login to cPanel at http://yourdomain.com/cpanel
2) Go to the Files section and click on the Directory Privacy icon.
3) Click on the desired folder you wish to protect.
4) Next, click on the checkbox labeled Password protect the directory.
Make sure you have a name for the folder you are going to protect.
5) Next create a user to access the protected directory.
6) Click Save in order to save the user that you have edited.