Privacy is a tool for evaluators to control visibility of their data in a particular form to supervising/secondary evaluators. A district's System Administrator must enable this feature for it to show up in the header of a form. By default 'Privacy' is OFF, meaning that when an evaluator initiates a form, supervising/secondary evaluators can see its content. If you see a lock next to an Evaluee's form and are unable to view it, it means that the author of the form turned sharing on. Please contact your System Administrator if you believe privacy was turned on by mistake.
To make a form entirely private, the author can turn privacy to ON.
When 'Privacy' is set to ON, other evaluators will be able to see the existence of the form, but they won't be able to open it to see its content. In the screen shot below, James Gray was the author (evaluator) and he turned Privacy ON. Shawn, another evaluator with access to view evaluations for Roger Adams, sees the existence of the evaluation, but cannot click it to see the details.
Sharing and Privacy act independently, meaning that an author-evaluator could share a form with their evaluee while keeping it private from other evaluators (Sharing: ON, Privacy: ON).