Password Protecting Thumb drive

I will start with off with saying I have no idea how to even start with this, as I only have basic C++ from my University course.

I would have to say my main goal here is to broaden my experience with C++ into applications or standalone exe.

The only work I have done has been with console so I dont know how to translate that into an autorun program to password protect a thumb drive.

I have a jist of how autorun works, but would love for a point in the right direction in this.

Thank you for taking the time to read this, response or no.