Hi Supercom,
Yes, you can password protect a file or a zipped file. There are different methods to do this depending on the type of file, for example, see this for Microsoft Documents. As for PDF documents - Adobe has info here. Other services like "Dropbox" allows you password protect files and/or folders. And there are multiple references on password protection for zipped files - as there are different versions of zipping files, it would be best for you to search on that one (depends on your OS or which Zip type application you plan to use).
