This option prevents websites from saving any data about you which may leave a trail, such as cookies, history or other browser data created or saved in that session. Your history for that session will also be deleted when you close the window.
Not to be confused with Private Filtering, which has another function and will not stop your abuser from seeing your trail!
Generally Private Browsing can be activated in the Tools bar. This will open a new window. Remember only to use this window for your browsing session, and make sure you close it! Leaving this window open will alert your abuser that you are concerned you are being tracked.
See more about Private Browsing from Microsoft
NB Even though it helps, this mode is not entirely safe. There are some programmes that can recover deleted files, or a determined person could still find traces of your visit.
The only safe way is to use a computer your abuser does not have access to!