I don't suggest it, but Synology has an encrypted shared folder capabilty, so you put sensitive files in that. I don't use it because the data would be lost should the NAS power supply/motherboard fail.
For years, I've used Freeware:
http://www.safehousesoftware.com/ (free version, didn't need features in paid version).
Much simpler to use that TruCrypt freeware.
SafeHouse creates a virtual disk that is a large file (say, 500MB) stored anywhere, including on the NAS, which is what I do. Being just a file, it gets backed up along with the rest.
SafeHouse mounts the file as a disk (your password) when you ask for it. It's one click, password, click - versus TruCrypt much simpler. When done with the sensitive file, close the Safehouse app and the virtual drive is dismounted automatically. The mount is done on the windows PC, not the NAS, so a NAS-hack doesn't risk my sensitive data.
I copy that encrypted virtual disk to other media including a thumb drive. On the thumb drive I also put Safehouse. So I can easily use it (rarely) on my laptop or other computer without installing the app.
Given this, I'm not at risk as I would be if I used the NAS operating system to do whole-disk or single folder encryption.
I've gotten disciplined to put 100% of my financial, tax returns, scanned copies of important documents, etc., in this encrypted SafeHouse virtual disk. Not stored on the PCs.