The "Secure Folder" is a password protected area that has its own secure area on the local storage, where you can store sensitive apps or files that can only be opened with a password. The "Secure Folder" feature is pre-installed on Samsung devices with One UI and only needs to be activated, which requires a Samsung account.

Android 10 (One UI 2.0)
Step 1:  Open the  Settings
Step 2:  Tap on  Biometrics and security
Step 3:  Tap on  Secure Folder
Step 4:  Choose desired  lock type
Step 5:  Tap on  Next
Step 6:  Set up you  PIN / Password / Pattern
  1. Open the Settings
  2. Tap on Biometrics and security
  3. Tap on Secure Folder
  4. Choose desired lock type
  5. Tap on Next
  6. Set up you PIN/Password/Pattern

Samsung Instructions