To set your network as private follow those steps:
Click the start button and go into Settings (gear icon). Go to Network & Internet, click Wi-Fi or Ethernet on the left depending on your connection, then click on your network name on the right. Under Make this PC discoverable turn the switch to On.
Do this on all the devices on the network.
Next you can setup a HomeGroup to share data between your devices:
Click start button, search for homegroup and click on HomeGroup. Click on Create a homegroup > Next. Select what you want to share and have visible on other devices in the HomeGroup and click Next. Write down the provided password.
On other devices go to other devices go to HomeGroup and click Join now. Click Next > Select what you want to share from those devices > Next > type in the Password > Next > Finish.
To access the shared files Open Explorer, on the left side under Network choose a device name and you'll see the shared documents.