To activate a password protected area on your hosting account you can manually add an .htaccess and a .htpasswd file or you can log in to your control panel (webmin).

Follow the directions here:

In cPanel search for "Directory Privacy".

Select the folder you want to protect and press "Edit" under actions.

Check the box "Password protect this directory." and see that the path is correct, Click "Save". 

Press "Go back" 

Now you can create a user to add in that folder.