Encrypt Documents folder without using Filevault in Catalina
I like making an encrypted disk image to store documents. Step 6 covers the choice of encryption. The guide has a selector at the top for Catalina version of macOS.

https://support.apple.com/guide/disk-utility/create-a-disk-image-dskutl11888/mac

If you’re not sure which type of image, I recommend starting with a sparse image and avoiding sparse bundle or Read+Write.