Are you trying to protect the files from other people who will be
using the computer?
If you have administrative access to the computer, you can control the
Windows security permissions on the folder to keep other users from
viewing the files. Right-click on the folder, select "Properties",
and go to the "Security" tab, where you can control which users can
access the files.
If any other user has adminsitrative access, they may be able to
change the permissions on that folder so that they can access the
files, too.
If you need to protect the individual documents (for example, if you
cannot change the folder permissions or if you will be sending the
documents over e-mail) you can set a password on the file: go to Tools
Options, select the "Save" tab, and enter a password in the
"Password to open" field (you can also set a "Password to modify" to
keep people who read the document from making changes).
