I want to test my test cases in private window or incognito window.
How to do the same in various browsers:
In chrome you can try using -incognito command line switch in options, not sure if there will be a problem with automation extension but worth a try.
ChromeOptions options = new ChromeOptions();
options.addArguments("incognito");
For FireFox, a special flag in the profile can be used for the purpose
FirefoxProfile firefoxProfile = new FirefoxProfile();
firefoxProfile.setPreference("browser.private.browsing.autostart",true);
For IE
setCapability(InternetExplorerDriver.IE_SWITCHES, "-private");