Using ecryptfs in Windows Ubuntu

I'm trying to create an encrypted folder in Windows Ubuntu shell (Ubuntu 16.04.3 LTS). I managed to install it correctly but when I tried to create an encrypted folder using the command:

sudo mount -t ecryptfs /home/secure/ /home/secure/

I got the error

Exiting. Unable to mlockall address space: Function not implemented

How can I fix this issue or is there an alternative that might work?

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