I need to add permission to url to be accessed for authenticated users for example this url (/CMSPag

Are you on Portal Engine or MVC? Looks like Portal Engine

If on Portal Engine, if your file is in the media library, you can only use permissions on the ENTIRE media library via role.

If you use the CMS.File (where you visit the file's url to retrieve the file) then you can add ACL permissions on the File node itself in the content tree.

If this is MVC, you can still do a "CMS.File" type of scenario, and use my Kentico Authorization module to add permissions to those who can access the Controller+action that would serve up this file.

Why do you need top add permissions to that handler? The CMSPages/GetDocLink.ashx is a virtual handler compiled into a DLL in Kentico. It is a handler used in the Admin UI, when someone wants to use the help from the help bar - it handles requests for documentation. Redirects the client to documentation service with proper product version specified.
But in general, use the local web.config file in CMSPages as usual for any ASP.NET application and specify the "location" attribute. Just like for the other handlers - see the \CMS\CMSPages\Web.config file for more details.