What does Incognito window do in Google Chrome?
According to the description provided by the Incognito mode, the pages you view in this mode won't remain in the history of the browsers. The same thing applies to cookies and search history once the tab has been closed. However, the downloads and bookmarks will remain if you saved them.
Google Chrome offers users the possibility to read more about this mode using the following URL: https://support.google.com/chrome/answer/95464
When you search on it, it won't save up the pages on your History (Ctrl+H).