Hi Mupp548w
I am Dave, I will help you with this.
Windows has very weak ZIP file support, it has only ever been able to create and extract ZIP files, if you previously had the ability to password protect ZIP files, then that functionality was provided by some 3rd party utility like the free version of 7Zip.
The option to encrypt files and folders, including ZIP files is only available in versions of Windows that include Bitlocker
There are plenty of free utilities available online that can password protect ZIP files.