The options for making events private are limited. It's not possible for example to set the entire event website to private; It will be publicly available on the internet and possible to discover via search engines etc. It do require, though, someone to be actively looking for the website to be able to find it.
There are a few options available for restricting access and hide parts of the website.
Registration and tickets sales can be restricted with a restricted access code. See guide to restricting access to tickets.
Also, particular pages can be removed from the menu and made difficult to find without having the direct link. This can be used to limit access to eg. the People page showing the attendees and community for the event. If you remove the page from the Menu, the page will still exist, but it will be accessible only to someone who have the direct link to the page.
See guide to change the event website menu.