You may make a picture or video private, in which case it will only be visible to someone you give your private content password to. The easiest, most foolproof way to do that, is to click the 'Your private picture password' option when sending a message.
You need to set a password first though.
Go to this page and enter the password of your choice in the private content password box, top right. Then, scroll down and click 'save updates' bottom left.
You can change the password at any time. That will remove access from anyone you gave it to previously.