You would only be prompted to enter a password if you try to type directly into the VAT Filer. It is not possible to do this as the VAT Filer is locked by design to comply with HMRC MTD rules.
You will need to open the VAT Filer, click on the data link tab in the bottom left hand corner. This will show the example company and/or previous submissions. You then need to single click into the next blank row and then click on the link cells button. This will then allow you to link to your source spreadsheet.
If you are unsure how to link the cells, we would recommend that you watch the video at www.absoluteexcelvatfiler.co.uk that shows how to do this.