Password Protect my SD card

I can't really because I still run Mavericks OSX 10.9 and probably the menu layouts have changed significantly in 5 system version updates. :-(

In my version of Disk Utility:

Click on: Create New Image

Image format type: Sparse Disk Image

Encryption: Select the level you think necessary.

The other settings you can leave as you wish.

This is, of course, all assuming you can still do this using the newer macOS versions and Apple hasn't "improved" them by removing the feature. :-/

I'll add that I don't know how this behaves if you have a really large volume of files. I use mine on a relatively small (20 MB) set of text files that contain things such as log in passwords.

Rather than protect the card, password protect the files. You can set up a password protected sparse (flexible size) image using Disk Utility or you can Zip the files with password protection using a utility such as Keka.

IF (and only if) you are willing to reformat the SD card to MacOS Extended format, you can use FileVault encryption on the entire drive:

http://osxdaily.com/2012/01/25/password-protect-external-drive-mac-encrypted-partition/

Windows or Linux machines will not be able to read an encrypted MacOS drive.

Do not forget your password. If you do then there is no resetting it. You will have to wipe the drive and start new.