Well, the first place to head to would be the manual either in paper form in the box or the manual on the CD that came with the drive.
The main ways of doing this are:
- Using the device's own features to password protect the drive, usually unlocked with a fingerprint or basic keyed entry system. See the manual for that.
- Using Windows or a third-party program to do this job for you. However, the program needs to be installed or run on any computer wishing to use the device, so you need one that provides a feature to put part of it onto the drive itself so you can unlock it from any computer with the right password.
Please note, if the drive has no built in method, then a program is needed.