If you need to encrypt/password protect a group of files for emailing, RAR and 7Zip archives both support this function. You'll need to download software to do this, and the people receiving the files will need to download software that supports decrypting and unarchiving whatever format you choose. There are other formats, some better, that support this, but those are probably the most simple to find and use for most cases.
If you're sending much more sensitive information or files that will be larger than your email provider's limits, I'd definitely recommend avoiding email for sending these kinds of things in general and instead encrypt files and upload them to a reputable file sharing service that requires authentication to view and download files. I believe Dropbox and OneDrive at least support this.