This policy setting allows you to turn off the InPrivate Browsing feature. InPrivate Browsing prevents Internet Explorer from storing data about a user's browsing session. This includes cookies, temporary Internet files, history, and other data. If you enable this policy setting, InPrivate Browsing is turned off. If you disable this policy setting, InPrivate Browsing is available for use. If you do not configure this policy setting, InPrivate Browsing can be turned on or off through the registry.
Administrative Templates/
Windows Components/
Local Computer Policy -> Computer Configuration -> Administrative Templates -> Windows Components -> Internet Explorer -> Privacy
After changing group policy options, you need to update group policy. If you do not update group policy then settings will not effect. To update it just simply type below command and also sample image is shown.
gpupdate /force
In about command we used "/force" option, this will help up to update policy options forcefully.
