Hi @Kay14! Welcome to the forum.
To make sure I’m on the right track, you’re trying to set a password for a shared link, correct?
Are you having any trouble when following these steps?
Do you mean that you’re able to set the password, but you’re not asked for one when opening the shared link later? To test this, you'll need to make sure you’re not logged into any Dropbox account (preferably, via an incognito window).
Keep me posted for any updates.