Summarize this article:

Click or double-click the Internet Explorer app icon, which resembles a light-blue "e" icon. Click the gear-shaped icon in the top-right corner of the Internet Explorer window. A drop-down menu will appear. You'll see this option near the top of the drop-down menu. This prompts a pop-out window. It's close to the top of the pop-out Safety menu. Doing so will open Internet Explorer's InPrivate Browsing window in which you can browse without your computer saving your search history or a log of your downloads. Exiting InPrivate Browsing will return you to your regular browsing session. Press Ctrl and ⇧ Shift and tap P to open a private browsing window whenever Internet Explorer is open.

Summary:
Open Internet Explorer. Open Settings . Select Safety. Click InPrivate Browsing. Use the keyboard shortcut.