Instructions to open an InPrivate Window. Updated instructions based on changes in Microsoft Edge Version 120.

Here is how you can open an InPrivate Window in Microsoft Edge:

1. In the top-right corner of the browser window, click the 'Settings and more' button -- 3 horizontal dots (•••) -- located in the upper right corner of your browser.
2. Select 'New InPrivate Window' from the drop down which will open a new window. 

Let me know if this resolves your issue.