On point #2, that's not a feature of Windows. There are some third party programs that will do it, but they either just hide the directory from showing up in Windows Explorer (but someone who knows how to navigate via the command line could still access it) or they're just your basic file encryption program with a fancy party trick.
1. On windows support, it says to add additional login security by requiring users to "press CTRL+ALT+DELETE before logging on", you should go to control panel, click on user accounts, click on advanced tab, and In Secure logon, select the "Require users to press Ctrl+Alt+Delete" check box. However, when I click on user accounts, none of the additional required buttons needed appear.
2. I have a master login password. How do I set up an additional password to protect my documents?