In Windows or Mac, you can activate the Private Browsing by using Safari button in the Finder bar, or File > Private Mode in Windows. There is also a page created by Apple which provides details about the Private Browsing mode available within Safari.
Notice that the Private Browsing mode, might not store history, cookies, or form data, but the ISP can still see the websites you visit or access.
Apple Support: https://support.apple.com/kb/PH19216?locale=en_US