The simple answer to your question. On every page you want to protect, you need to check if the user is logged in.
How to check if the user is logged in depends on your implementation.
Heres is a simple login scenario:
1) Login page with {user} and {pass}
2) Validate {user} and {pass} and issue that user a {session_key}
3) On every page you protect, check for valid {session_key}
That is all there is to password protected pages.