Search for all private state

If you're logged in as the Admin account, use the Complete Search to find all Checked Out files and then sort by the Workflow State column. The <private state> files will float to the top since they aren't part of a Workflow yet.

There's also a SQL query you can run to get the information.

In EPDM 2015 or higher, users other than Admin can see files in <private state> as well if they are given permission to do so.