Yes, you need to put the authentication snippet code in each page (that need auth to use). As the code of the examples of Authentication without SSO Guide save the information in App Sesion State, you only need to define once the funcion and call in each page the auth function. Just a simple example
main_page.py
import streamlit as st
from password_check import check_password
if check_password():
st.write("#Hello 👋")
pages/01_page.py
import streamlit as st
from password_check import check_password
if check_password():
st.write("#Page 1 👋")
In this way, all elements that are inside check_password() will have an password verification before showing the data. If you insert the correct data in any of the pages, the state will be preserved in all application pages that uses check_password().
I didnt found any feature that hide any page in Streamlit, so in the moment I dont think it is possible to hide if you are not logged. But, if it is really necessary, you can try to use different pages selection and control of which element is shown using st.selectbox and the multipage way before Multipage feature. Some examples of how was the life befere Multipage feature: