You don’t need any additional software to do it. There is a simple way to lock a certain folder with a password so that only you can access it.
But this becomes a problem is multiple people share the same computer, so in order to keep certain documents private you will need some complex piece of software for it. If you are the only one using the computer then it’s not a problem, you can just put a password and no one would be able to have access to it. Every singe one of us has a few documents or pictures that doesn’t want to be seen by anyone.