Insert the USB drive you want to encrypt - this can be a new drive, or one that already has data stored on it. Open File Explorer, right-click on the USB drive then select Turn on BitLocker… from the pop-up menu. The BitLocker wizard launches and BitLocker prepares the USB drive for encryption.
https://www.tenforums.com/tutorials/36701-turn-off-bitlocker-removable-data-drives-windows-10-a.html
https://www.elevenforum.com/t/turn-on-bitlocker-for-removable-data-drive-in-windows-11.2719/