Remora USB Disk Guard is an excellent 2Mb utility (installation file) multilanguage and in full Spanish which interests us, it will allow you to encrypt (put password) any file or folder you want on your USB memory.
As you can see in the image, it has a pleasant interface which makes its use simple and pleasant; During the installation you must choose any folder on your USB device as the destination and enter two passwords: the first will be the one with which you will access the program and the second will encrypt files, later you can change them if you wish.