This can be done in two ways.
1. When you login create session (in login page login button click)
like
Session["user"]= txtUser.Text;
Write below code in page which you have to make secure.
Protected void Page_load(object sender,EventArgs e)
{
if(Session["user"] == null)
{
Responce.Redirect("Login.aspx");
}
}
2. If you are using membership then refer this link
using-web-config-directory-security-and-extensionless-urls
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