Go to your desired files or folders location and right click on it. Go to properties ->from general option click on advanced -> from here check the "Encrypt contents to secure your data" -> click OK twice. See below pictures
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Compression and encryption never works together. It means that compression and encryption works against each other. If you don't believe try yourself to do this.
Most important matters is that, when you use encryption on your files or folders, a security KEY will be implemented immediately between user account and files or folders. And this security KEY makes your files and folders 99.99% secure. This security KEY never shared with others user accounts even with administrators groups related user accounts.
This ENCRYPTION utility has a side effects. If you by mistake delete your user account that carried a security KEY, no longer you will be able to use this encrypted files and folders.