1.This will launch the bit locker application. If you USB / Thumb drive is connected, it should be displayed in the launched application. Point to be noticed here is that Bit Locker treats Hard drive and plugged devices separately. You will see hard drive partitions under category of Hard Disk Drives and plugged media under Bitlocker to Go.
2.Clock on the link next to USB drive which says Turn On Bit Locker. This will start the encryption process. In case the drive doesnt have enough space required for encryption you will be warned.
3.Next step would be add a password to it. Though this is all secured but still make sure you dont choose a weak password.
4.The encryption process allows you to pause the encryption process in between. This is useful if you forgot to remove some data which you didn’t wanted to safeguard. However make sure you dont remove any data unless you have paused the process.