The /private directory is a directory with a special purpose. You can use this directory to store content that cannot be accessed directly via the web. This directory is outside of your web root.
You can access the contents of this directory using FTP or using scripts on your web site. For example, you can use the /private directory to store files which contain sensitive information such as mysql connection details, or other data of yours that is meant to be private and not accessible in a web browser directly.
If you want to access the private directory via FTP with your main FTP user, you must specify this remote directory in your FTP program: