Private Browsing does not save your browsing information, such as history and cookies, leaving no trace after you end the session. Important: Private Browsing doesn't make you anonymous on the Internet. Your Internet service provider, employer, or the sites themselves can still gather information about pages you visit
To open a Private Browser Window in Firefox, click on the Firefox Menu in the upper-right-hand corner of the browser and select New Private Window. You can also use the shortcut Shift + ⌘ + P (on macOS) or Shift + CTRL + P (on Windows/Linux).
Note: macOS users can also create an Private Browsing Window in Firefox's File Menu.