Some people in our company who haven't got admin rights, are changing some documents with this URL. We want to close this URL for some curious people but not everybody. So how can i do this?
You can not "hide" the pages. You could prevent users from modifying the page by revoking the "Add and Customize Pages"-Permission (i.e. by moving them from the default "members" to a new group)
You could also change the permission-level of the members group from
Contribute. That way no-one is able to modify the pages. For those that need to edit then create a new permission-level and a new group accordingly.
changing some documents with this URL
I think the question you asking is not related to pages but 'documents' so rather than changing the permissions on the pages (which won't prevent users from making changes on the documents e.g. they can find it via Search since they have permissions), you need to control permissions on the document/folder/library.
If you want to restrict all the documents appearing on 'Allitems.aspx' page. You will need to change the permissions at the document library level. Here is an article which explain how.
Another article about SharePoint permission which might be helpful.