You cannot customise plugin files in this way, only the templates that the plugin provides. This is also stated in the instructions you linked:
Copy the files from the Restrict Content Pro templates directory into the new folder created in your theme
If you want to customise something other than these, then I would strongly advise against it. In this case, you would have to contact the plugin developer and hope that there is a hook for the customisation you want.
I mean modifying the plugin template files
mytheme-child/ (Folder of my theme child)
mytheme-child/restrict-content-pro/templates Here, could I modify the templates files of the plugin? Would this structure be correct?
According to the description on the page you linked, no. According to what is written there, the directory must be called rcp and not restrict-content-pro. It also does not need a subdirectory called template. Everything is in the instructions there.
Please note that the instructions are intended for a commercial plugin. Questions about commercial products are not allowed here in the forum. If you have any further uncertainties regarding these rather precise instructions, please contact the developer.