The simplest & quickest way I have hidden files without passwords (in Windows) was to put them in a .rar or .zip folder, and to change the extension to another common filetype. (Very similar to @Madel5566's suggestion).
The beauty of it is that in Windows, the file will appear to be whatever filetype you changed it to. So, a ".zip" folder can be made to look like an image file, a document, whatever. If somebody goes snooping in your folder and they try to open (what looks like an image or document), they'll get an error message. (Hey, they tried to snoop. Least you can do is have fun by frustrating them).
Other than that, there is nothing better than storing your files in password-protected archives, which has been covered in this thread. If you choose that, make sure it's a password you know you'll remember.