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i find solution for these error
add the following line to my code that will unprotect worksheet first and at the end of code protect sheet again
ActiveSheet.Unprotect Password:="123456"
ActiveSheet.protect Password:="123456"
so my code will be like the following
Sub RectangleRoundedCorners1_Click()
    ActiveSheet.Unprotect Password:="123456"
    Dim xWs As Worksheet
    Application.ScreenUpdating = False
    Application.DisplayAlerts = False
    For Each xWs In Application.ActiveWorkbook.Worksheets
        If xWs.Name <> "MyList" Then
            xWs.Delete
        End If
    Next
    Application.DisplayAlerts = True
    Application.ScreenUpdating = True

    Dim strPath As String, strFile As String, i As Long
    
    ' Prompt user to select a folder
    With Application.FileDialog(msoFileDialogFolderPicker)
        .InitialFileName = "C:\Temp\"               ' Default path
        .Title = "Please Select a Folder,{Coded by ExcelForum}"
        .ButtonName = "Select Folder"
        .AllowMultiSelect = False
        .Show
        If .SelectedItems.Count = 0 Then Exit Sub   ' User clicked cancel
        strPath = .SelectedItems.Item(1) & Application.PathSeparator
    End With
    
        Application.ScreenUpdating = False
    With Sheets("MyList")
        .Range("A15", .Range("A" & Rows.Count).End(xlUp).Offset(1)).ClearContents
        i = 14
        strFile = Dir$(strPath & "*.*")
        Do While Len(strFile) > 0
            i = i + 1
            .Hyperlinks.Add Anchor:=.Range("A" & i), _
                            Address:=strPath & strFile, _
                            TextToDisplay:=strFile
            strFile = Dir$
        Loop
        Columns.AutoFit
    End With
    Application.ScreenUpdating = True
    Worksheets("MyList").Range("A:D").ColumnWidth = 40              ' for adjust column width
    ActiveSheet.protect Password:="123456"
End Sub
other thank scroll probelm , when find solution will share it here also