About incognito window:
Pages you view in this window won’t appear in your browser history or search history, and they won’t leave other traces, like cookies, on your computer after you close the incognito window. Any files you download or bookmarks you create will be preserved, however.
Going incognito doesn’t affect the behavior of other people, servers, or software. Be wary of:
Websites that collect or share information about you
Internet service providers or employers that track the pages you visit
Malicious software that tracks your keystrokes in exchange for free smileys
Surveillance by secret agents
People standing behind you
Here is how you do it:
1. Right click your Chrome icon on the desktop.
2. Select properties
It will show the path of chrome.exe
3. Now just add /incognito after chrome.exe in the link
i.e.: d:\users\…..\chrome.exe / incognito
Now whenever you click the Chrome link, Chrome will start directly in incognito mode.