File Roller allows you to encrypt an archive with a password only in specific circumstances.
Set a password to encrypt data in a new archive by following these steps:
Start creating a new archive
The file chooser will open
At the bottom of this dialog you can choose the File Format and Other Options, where you can set a password
Click Other Options and type a password
You may not be able to type password, because File Roller does not allow this option to be used for all types of archive files, so it is better to choose file format before setting a password.
Type your password into the password field
Continue with creating a new archive
Protect an existing archive by setting a password:
Click Edit ▸ Password…
Type password into the password field
If you want to encrypt the list of files tick Encrypt the file list too.
Click OK to continue
File Roller will encrypt only new files which will be added to the archive!