Hiya, Bea.
Furthermore, you could use an archive utility like WinZip, WinRAR, or 7zip to compress the downloaded file(s), then attach a password to that archive. Been a while since I've used Windows and much longer since I've used those archive utilities, but I seem to recall those ones do support password protection.
Of course, were someone to otherwise gain access to the archives, that's different, but if you're worried about a family member stumbling across it, it would probably suffice.
Hope you're well.
__________________
{ Kein Teufel }
Translation: Not a devil
[ `id -u` -eq 0 ] || exit 1