As far as I am aware, private channels are only available in preview with specific Microsoft customers at the moment, but will start to be rolled out to all customers starting in September - so I assume you are one of the preview customers?
If that is the case, you would be best to reach out to your Microsoft contacts directly / via your IT department.
@Juan Carlos González Martín I was under the impression that Teams Private channels were under insider release. My apologies for posting it in this public forum. I will remove the post. I am in the process of logging a support ticket and getting Teams to support involved.