You can't protect the downloads, but you could display the sermons only for authenticated users (based on the categories). However the files itself are not protected by SermonSpeaker.
If you need protected files, you would have to set up protection on server level (eg .htaccess checks) or use another Joomla component which can do that. SermonSpeaker isn't built for that.
If you want to upload multiple files, I'd use an FTP program for that. File upload doesn't have to be done using SermonSpeaker.
To create the sermons from the files, you could then use the automatic creation tool. This creates a new sermon for each "orphan" file and assigns speakers and series based on the ID3 tags.
