It is in the Admin Panel, when you are managing your forum list. You can edit permissions for each group within the sub-forum, and edit it to where they can only see their own posts.
[font=Roboto, sans-serif]Admincp -> Forums & Posts -> Options (Next to the forum you want to make private) -> Permissions -> Edit Permissions (Next to the usergroup you want to make it private to) -> Can only view own threads? -> Check[/font]