Protect a page with a login and a password

At the publish field (up to the right) Where it says Visibility it should say something like Public. Remind yourself I am using the swedish version so I am just translating over the swedish words directly it may say other stuff depending on your language.

Anyway press on the Edit button to the right of Public and some more alternatives should fold down. One of the options is Password protected. Just click on it and write in your password. And update page when finished. Voila! Password protected pages!