How to use InPrivate in Microsoft Edge
When you use InPrivate tabs or windows, your browsing data (like your history, temporary internet files, and cookies) isn't saved on your PC once you're done.
In Microsoft Edge, select the Settings and More ... icon, and then New InPrivate window.
How to stop using InPrivate in Microsoft Edge
To stop browsing InPrivate in Microsoft Edge simply close the browser after you are finished browsing the internet.
How to open a new Private Window in Firefox
There are two 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”
The Private Browsing home page will open in a new window
Open a link in a new Private Window.
Right-click on any link and choose Open Link in New Private Window from the context menu.
Open a Private Browsing window in Safari
In the Safari app 
on your Mac, choose File > New Private Window, or switch to a Safari window that’s already using Private Browsing. A window that’s using Private Browsing has a dark Smart Search field with white text.
Stop Private Browsing.
In the Safari app 
on your Mac, close the Private Browsing window, switch to a different Safari window that isn’t using Private Browsing, or choose File > New Window to open a window that doesn’t use Private Browsing.