This article should help you with how to set a password when sharing a data room via a link
To set a password for you data room, open your data room and click on Sharing toward the bottom left. Next, click Share by link and toggle on Require password. Type your password and click Set password. Now when you share your data room via a link, the viewer will need to type in the password to view.
See screenshots below
Open your data room
Click Sharing toward the bottom left
Click Share by link and toggle on Require password
Type your desired password and click Set password
Your password will now be set
Let us know if you have any questions when sharing your data room. Our team would be happy to help.