If you are using IIS on a Windows server then WishList Member File and Folder protection will not work.
File and Folder protection only works with an Apache server on Linux.
File and Folder protection does not work on a Windows server because Windows does not support protections using htaccess and the file path at Windows is different with Linux.
For example, the file path in Windows starts with something like c:/ file.txt but the file path in Linux is like /file.txt
WishList Member is supported on Linux and Apache. That is what our team uses to write code. However, File protection (but not Folder protection) can work on Windows if Apache is installed on Windows.