how to set up a master password on em client ?

I do not find any menu to set up a master password on start up em client

It is documented here (I found it with a Google search, as it is not a function I have needed).
https://www.emclient.com/blog/safeguard-em-client-email-with-password-protection-93

Is that the sort of thing you were looking for?

thanks BUT I do not have this menu…why ?

Normally I would ask what version you are using, but that option has been around for many versions.  But… what version are you using?  Can you screen shot the menu like David did above?  Wait-- are you using the Mac version??

ciao ! 2.5.24.0 last one of course.

Well, there’s the problem. You are using Mailbird and this is the eM Client support forum.  You can thry this to solve Mailbird issues:  https://support.getmailbird.com/hc/en-us/sections/360000954793-Troubleshooting