Edge 

You can open an InPrivate window in different ways:

• Select and hold (right-click) the Microsoft Edge logo in the taskbar and select New InPrivate window.
• In Microsoft Edge, select and hold (right-click) a link and select Open link in InPrivate window.
• In Microsoft Edge, select Settings and more > New InPrivate window.

For more information click here.

Firefox

There are multiple ways to open a new Private Window:

Open a new Private Window from the Firefox menu

• Click the menu button and then click New private window.
• In Firefox, press Ctrl + Shift + P
• Right click the Firefox icon in your taskbar or Start menu and select New private window.
  

The Private Browsing home page will open in a new window.

For more information click here.

Chrome

On your computer, open Chrome. Then either:

• At the top right, click More New incognito window.
• Press Ctrl + Shift + N.

You can switch between incognito windows and normal Chrome windows. You'll only browse in private when you're using an incognito window.

For more information click here.

Safari

In the Safari app on your Mac, Choose File > New Private Window, or switch to a private window that's already open.

A private window has a dark Smart Search field with white text.

Browse as you normally would.

When you use a private window:

• Browsing initiated in one tab is isolated from browsing initiated in another tab, so websites you visit can’t track your browsing across multiple sessions.
• Web pages you visit and your AutoFill information aren’t saved.
• Your open web pages aren’t stored in iCloud, so they aren’t shown when you view all your open tabs from other devices.
• Your recent searches aren’t included in the results list when you use the Smart Search field.
• Items you download aren’t included in the downloads list. (The items do remain on your computer.)
• If you use Handoff, private windows are not passed to your iPhone, iPad, iPod touch or other Mac computers.

For more information click here.