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This is in the top left corner of the screen.   Take care not to forget this password; if you lose it, you won't be able to open your file.    If prompted, click Save Changes first. You should see a field that reads "(YourFile).xlsx is protected".  If you typed in your password correctly, you should now have access to your document!

Summary:
Open your Excel document. Click File. Click Protect Workbook. Click "Encrypt with Password". Type in a password. Click OK. Re-enter your password. Click OK. Close your document. Re-open your document. Type in your password. Click OK.