While WinRAR is the standard, other tools like 7-Zip also offer similar AES-256 encryption capabilities.
In the "Archive name and parameters" window, click the "Set password" button.
Without the correct password, the contents of the RAR file remain inaccessible. How to Lock/Password-Protect a Folder (RAR)
Enter your desired password and check the box "Encrypt file names" for maximum security. Finalize: Click "OK" to create the protected RAR archive. Important Safety and Security Considerations