To secure an article, edit it and select the Site Security tab, use the select button on the right and choose a site user group who should be allowed to see the page. Once the article is submitted, it will be invisible to site users unless they're logged in to the site, and a member of that group.
To secure media, individual media items can't be secured, so you need to edit the group they're contained within. The security tab will apply security to any media items in that group. Secured media can be related to unsecured articles and it won't display. Depending on the design of your templates, the media may display when used as an inline but will require users to login if they click on the link.