I hope you are not sending your personal information - SSN, passport copies, address, bank info, and other personally identifiable data - across the wire without any safeguards in place. Hopefully, you know email is not a secure medium for information exchange. The files you send through it, remain stored on the servers that were used for the transmission. If you have been doing that then promise me - you will stop doing it from now onwards.
Onedrive has a paid plan that you can use to password-protect your docs but if you don't want to spend money on it then follow along.
Step 1 - Create a new zip file. Let's call it - SignedDocs.zip
Step 2 - Double click on that zip file. It will open the following window. Click on Add button on the left side of the bar. These steps are applicable to WinRar but it should be something very similar for Winzip.
Step 3 - Select the files and Click OK
Step 4 - Click on the 'Set password...' button on the following dialog
Step 5 - Choose a strong password
Step 6 - Click Ok
Step 7 - That's it. Your file is secure now with password protection.
Keep it safe.