Add password after partitioned WD My Passport

Hi, I am not good at this computer stuff and so need help. I recently bought a My Passport 4TB hard disk, I followed the online instructions to partitioned it into 2 partitions. one is 2TB Windows and another one is 2TB Mac.
By doing so, I had to first erase the drive before portioning, that means the pre-installed WD software is gone. Now my question is, I have 2 partitions, and how do I add passwords to the drive(s)? Do I need to install a WD security for Windows on the Windows drive and then a WD Security for Mac?
Also, do I need to install this program on my laptops? Can I simply install on the WD Passport and whenever I plug into either a mac or a PC, the security program will automatically pops up?

I Tried it setting up the password using WD Security on each partition but as a result i found out that the first partition you can setup the password only on 1st partition, not on both.

For Example - 1st partition of the drive is made into NTFS and 2nd partition is made into HFS+J.