You may need to hand a USB drive to a coworker, client, print shop, classroom computer, or repair desk while one folder on that same drive should stay private. A normal folder is easy to open, so the right method depends on how often you share the drive and how sensitive the files are.
Hiding a folder only removes it from normal view. Anyone can reveal hidden items or search the drive, so this is not enough for contracts, photos, IDs, invoices, or client files.
A ZIP or 7z archive is a reasonable free choice for a few files that rarely change. It becomes awkward when you keep editing, adding, or replacing files inside the private folder.
If you only need to lock one local folder or one folder on a removable drive, a folder locker such as GiliSoft File Lock Pro can be useful.
If the larger problem is sharing the same USB drive while keeping private material separate, GiliSoft USB Encryption is the better fit. It lets you keep normal shared files in the public area and private folders inside a password-protected secure area.