Implementing code protection is done by properly setting the appropriate Configuration Register bits.
The Configuration Register bits on the PIC16F87XA series can only be set during the programming phase of the device, not during runtime.
I'm not familiar with PICBasic Pro, therefore I cannot advise you on the procedure using that particular compiler or IDE.
However, if you are using a PICkit or clone, the PICkit programming application allows you to set the appropriate bit during programming.
BigDog