When using the URL as described in settings screen, it appears to be not working. If I want to reach the page http://www.domain.com/thisismypage with credentials username + password, what would my URL be?
No it works with the blog too.
Feeds are read through feed readers so they need to have the username and password in the url for the reader to be able to access the feed.
In a browser you log in as normal and you can see everything.
If you are not logged in you will be forced to the login page.
You have to log in manually, once as normal. The plugin just secures all pages to require you to log in.