Password protecting a Directory

I am trying to password protect a directory and I used the cPanel Directory Privacy. Yet when I visit the directory in the browser I was not prompted to protect the page,

Should I just add an .htpassword and then edit the .htaccess file? Just figured CPanel may have a way to do this.

I am trying to password protect: (deleted I can DM if needed)

Hard to know w/o seeing anything. It’s worked fine for me. It’s 2 step process- protecting the directory and adding a user. These steps are what work for me