At the moment, this is not a supported feature. It may become a feature in a future release, but that would require a significant investment of time and may not be used by many people.
This plugin is an open source project, so if you are a developer (or know anyone who is) that is interested in contributing, please send a pull request at: https://github.com/sscovil/csv-to-sorttable
Right now, the plugin uses a core WordPress function called wp_remote_fopen() to import the CSV file data. For security and performance reasons, I would like to continue using that function in most cases. However, a different method would need to be used for password protected files.
One possible solution could be file_get_contents(), using a technique like the one described here: http://www.electrictoolbox.com/php-file-get-contents-sending-username-password/