There's no provision to pass passwords to a file (or folder), no. Not if they are required to merely copy the file. Normal pw-protected files don't require that (you only need the password to 'open' them)
EDIT: unless this is a situation where the files are in a folder that is set to require different credentials to access the files inside it, in which case Modify > Expert > Network ( and maybe > Advanced) might hep. But if the protection is inherent in the files, no.
EDIT: unless this is a situation where the files are in a folder that is set to require different credentials to access the files inside it, in which case Modify > Expert > Network ( and maybe > Advanced) might hep. But if the protection is inherent in the files, no.