I have a Zenpage - "page" linked on the home page of my gallery. The home page is unprotected, but a non logged in user cannot go any further.The Zenpage which is a user guide, is not protected and a non logged in user can access it. Is there a way to secure a Zenpage the same as an album?

Actually you can nearly do everything you can do with albums. You can assign management rights, you can unpublish them and protect them via guest password.

If you protect the gallery (= site) using the gallery password they are also included.
https://www.zenphoto.org/news/an-overview-of-zenphoto-users/