These Files have been placed in a Private Folder, which provides you an easy way of prompting your site Visitors to login with the website before proceeding on the the File they requested.
Whenever a site Visitor attempts to access a one of these Private Files, and they are not logged in, the Login Page will be displayed, and they will be prompted to login before continuing on to the Private File they requested. If they do not have "View" rights to the Private Folder where the Private File resides, they will be denied access and the Error Page will be displayed with that message.
To create a Private Access File, simply move any File into a Private Folder.