The option to enable private apps on your store can be found at the bottom of the Apps section of the admin. It looks like this:
You'll want to click on the "Manage private apps" link, which will then take you to another page where private app development can be enabled on your store:
Once you have completed this process you'll be able to add private apps to your store. Please let me know if you experience any issues when doing this, or if you have any further questions.
Victor | Shopify Social Care