Discord's Data Privacy Controls explains how your information is used and provides options for how to control your data and manage the way Discord uses your information.
These settings can be found under User Settings > Privacy & Safety > How We Use Your Data.
Important: Profile Privacy setting is currently an experiment available to some users. You can learn more about this experiment in this Help Center article.
Data Privacy Control Settings in Data & Privacy on the desktop app
Learn more about each specific setting here: