Go to Admin Section -> Feature Configuration and set Private Forums to On
Now when you create/edit a forum, you may set its Auth Type to one of the following options: All Visitors Members Only Members Only (Hidden) Password Protected Members Only & Password Protected Allowed Member List Allowed Member List & Password Protected Allowed Member List (Hidden)
After creating or editing a forum, I do not see the options of setting the following. Now when you create/edit a forum, you may set its Auth Type to one of the following options: All Visitors Members Only Members Only (Hidden) Password Protected Members Only & Password Protected Allowed Member List Allowed Member List & Password Protected Allowed Member List (Hidden)