You are taking about git feature, okay. For that you need to turn on enable private versioning with git in preferences and restart the mendix. I have attached the ss from mendix 10.
Hope my answer helps. Reach me out for any queries.
Hello SyunKou Go,
I don't get what exactly you mean by private app. If you are talking about the app that locally present in your system, you can use open app locally. If you are talking about the app that you exported from other server or someone, send you as mpk file, you can use import package. If you are talking about the app that someone else created, then they have to invite you to access the application.
Hope my answer helps. Reach me out for any queries.
Like documentation.
My Mendix studio pro doesn't have those options.
https://docs.mendix.com/refguide/on-premises-git/#44-downloading-from-a-private-repository
https://docs.mendix.com/refguide/open-app-dialog/#2-opening-an-app