Step 0 Optional Double Security
Change the extension of the file you want to no one to open the file in case someone finds it. For example if it's a MP4 file you could change it to .dll file. I'm not telling to convert to other formats, just change it by renaming. If you can't see the extension of a file, go to Folder options and disable "Hide extensions of known file types". File extensions are just an identity to open in a program. When you rename a file.mp4 to file.dll the content of the file doesn't change. If double clicked, the file can't be opened. But if that file is dragged to (or opened in) a Media player the file will be played. That's where the next step is going to help you:
Step 1 Locking
For this, right click on the file and select properties. Under the security tab, click on edit to change the permissions. Check the Fully Control below Deny, now all the other boxes will be too checked. Click on apply and click on yes on the dialogue box. Click OK. Close the properties window. Now try to open the file. Access Denied!See you can't open the file now. You can lock the folders too through this method. Now your file is secure.
Step 2 Hiding
And if you want to hide the file in the properties window of the file check the box Hidden (You can't hide the file after changing attributes so first hide it then change attributes).After you apply this and close the window the icon will fade/disappear (As your folder option settings).To hide this file you will have to click on Start and search for Folder Options. Or you can open folder options from the Control Panel too. Then click on the view tab in the Folder Options. Select don’t show hidden files, folders, drives. Then click on apply and then Ok to close the window. Now look to see if you have succeeded. To show the files in the Folder Options>View select show hidden files, folders, drives. To unlock the files, folders in Properties>Security uncheck all the boxes the access under Deny and check all below Allow and click apply.
Note: The attribute settings only affects Windows operating systems and other operating systems are unaffected. This means these files can be accessed through other operating systems installed in your computer. Even though this method is good for hiding files is good I prefer to use some softwares for better protection. Suggestions or for any help on doubts, you can leave a comment.