Hello Kirsten,
You can also use a free program called 7Zip to encrypt your data, you can find the download here.
Once you have the program installed you can right click on a folder you would like to encrypt then backup.
Select Add to archive > Select archive format Zip > then select your Encryption method to AES-256 and set your password > Click OK. The archive process will begin compressing and encrypting your data, the .Zip file will be located in the same location as the original.