Similar Android applock should be there which asks for password for windows apps, registry editor(not talking about group policy for disabling registry editor) etc. If anyone knows, please suggest such an app for windows.
I don't know of anything that replicates this perfectly but I use Secure Folders for this exact purpose. It allows you to deny the execution of applications and lock files/folders so they're unable to be opened unless you go into the Secure Folders application and turn off their protections.
Sadly you can't set it so you can just enter a password and unlock the resource when it's clicked but you can set a password on the Secure Folders application itself so no one can unlock anything without the password.
What is it you're trying to solve or achieve? Surely full disk encryption and locking your PC/laptop if you're not in front of it would be the best way for good physical security.