Set-NetConnectionProfile -InterfaceIndex <index number> -NetworkCategory Private
For example:
PS C:\> Get-NetConnectionProfile
Name : savilltech.net
InterfaceAlias : Internal
InterfaceIndex : 12
NetworkCategory : DomainAuthenticated
IPv4Connectivity : LocalNetwork
IPv6Connectivity : LocalNetwork
Name : Network
InterfaceAlias : Internet
InterfaceIndex : 13
NetworkCategory : Public
IPv4Connectivity : LocalNetwork
IPv6Connectivity : LocalNetwork
PS C:\> Set-NetConnectionProfile -InterfaceIndex 13 -NetworkCategory Private