If you are using a USB flash drive or external hard drive, it is strongly recommended that you encrypt the data you store on it, as this type of device can easily get lost or stolen on the road. The easiest way is to use VeraCrypt, a free, open source, easy-to-use encryption software. Here are the different steps to get there.
Go to the "Downloads" section of veracrypt.co.uk and download the version that suits your PC, then install it. The software may ask you to disable the Quick Start feature, which will require a reboot.
Lancez VeraCrypt, allez dans le menu Volumes et sélectionnez Créer un nouveau volume... Dans l'assistant de création de volume, choisissez Crypter une partition/disque non système. Après avoir validé un contrôle d'accès, vous pouvez choisir le type de volume. Conservez le choix par défaut ("standard").
Your new encrypted partition is now ready to use and can be used on any computer on which VeraCrypt is installed. You will have to systematically launch this software before connecting the storage media.
Then, just select a logical drive letter and click on Auto-Mount. A pop-up window will ask you for the password and a few minutes later you will be able to access the storage volume.