To host a private room follow this steps:

1. Go to the "Play with friends" room.
2. Click on the button "Host a game".

3. Enable the "Private room" settings.

When you host private game, only you can decide who will be able to enter it. Also, it will be visible in the "Play with friends" room but the other users will see locks on the players' places.

Please note that you can turn on the private room option only when you host the room. If you forget to turn it on, you will have to destroy the room and make it again.