The password protect a zip folder option was available for XP and uses the Zip 2.0 encryption method.
ZIP files created in Windows XP are encoded in Zip 2.0 (Legacy) Encryption, which is insecure by today’s security standards and practices.
ZIP 2.0 files are honored by Microsoft 7 and 10, and will prompt for passwords, and extraction still. Most 3rd party zip compression software uses AES 256 or AES 128 bit encryption,” both of them can provide significantly greater security than the standard Zip 2.0 method. “ – http://kb.winzip.com/kb/entry/80/
Microsoft 7 and 10 does not support newer AES standards – password protected zips natively and will honor only ZIP 2.0 encrypted zip files. https://www.howtogeek.com/203590/how-to-create-secure-encrypted-zip-or-7z-archives-on-any-operating-system/
While I do not suggest using Zip 2.0 to compress files to send to your client because the technology is deemed insecure – it is an option available in WinZip.