U.S. private companies are not traded on any stock exchange and are not required to file detailed financials with the SEC (Securities and Exchange Commission). A private company can be small or large, may be owned by one person, a group of people, a family, etc. A few examples of private companies are Mars and Bechtel. Most companies in the U.S. are privately held.
Note: Because private companies are not required to release detailed information it is much harder to find information about private companies. The information you find may be less reliable than what you find for a public company, i.e. self-reported estimates of financials, But you will find some basic information on a private company by using some of the sources listed on this page. If the sources listed here do not provide information, try searching in articles and news databases, check trade associations, and also look for the company website.