Winzip claims that it can create a password protected zip on Windows 10, but the Winzip installer fails part way during the installation on Win10.
Is there an alternative to Winzip?
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You can easily create password protected archives with 7zip.
Create a password for the document, re-enter it, then change the encryption method to AES-256, then press "OK."
Consider Total Commander, a Shareware file manager for Windows. One, out of a zillion of its features, is handling ZIP files, which also includes an option to enter an encryption key, which is used to protect a ZIP file with a password (which has to be entered whenever such file is to be unzipped.