Yes. If you want to do it from within EE (rather than in .htaccess, for example), you do it by protecting the template that’s used to display the document.
When you’re editing a template, go to the “Access” tab, and you’ll see an option to “Enable HTTP Authentication?” If you set this to “Enable”, users will have to login (using their EE login) to see any content which uses this template. You can use the “Allowed member groups” field shown above to control which member groups have access.
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