In the Dashboard, go to "Downloads," and click on "Add New File."
Fill in the title of the download (e.g., "Test Package), then (1) attach a file, (2) set a password, and (3) publish the download.
Copy the "Short-code" (see text highlighted in yellow) from the Downloads > All Files screen.
Paste the Shortcode (including square brackets!) on the page where you want the file to appear.
The finished page with password-protected file should look something like this: