If you are searching for a third-party tool to password protect the entire USB drive, then you need to give Wondershare USB Drive Encryption a try. This is how you can use BitLocker in Windows 10 to password protect drives. Now encryption process will start and your drive will get secured with the password that you have set. Now click on next and next and print or save the key for future reference.
Now enter the password you want to set in both the password fields. Now click on Use password to protect the drive.
Now right click on the drive and select Turn on BitLocker. First of all, insert USB Pendrive into your computer.