Encryption is a method to secure our data and keep it away from the people whom we do not want to access it. Here data means your personal files, emails, sensitive information shared through internet etc.
If the data is encrypted and it goes to some wrong hands, they will not be able to make out anything as they will see something gibberish or junk.
There are many program tools which are used for encryption of files. The most popular are -
VeraCrypt (Windows/OS X/Linux)
GNU Privacy Guard (Windows/OS X/Linux)
7-Zip (Windows/OS X/Linux)
These programs are easy to handle and will encrypt the files with a password of your choice and only after giving the password you will be able to open them. These programs store the encrypted files in their own directories and you can drag them from there to windows in the usual ways.
The level of encryption is also important and more you choose more difficult to break the encryption. The only negative point is if the computer corrupts at any point of time the data is gone for good.
Knowledge is power.