Hi SANDEEP,
Thanks for your post.
If you would like to restrict some users from accessing the shared folder, then NTFS permission settings should do the same thing. You can limit access to other folders by choosing to share only with specific people, granting them sharing permissions. Permissions can be granted to an individual or to a group of users on the same network, allowing them to access your shared folders.
But if you just would like to set a password, you will have to find a third party tool. You could do some research on this. And as far as I know there is no official recommendation third party tool by microsoft.
Best Regards,
Mary Dong