Unless I’m not aware of anything deeper, Apple makes all their privacy settings available under the Settings app > Privacy & Security. There are a lot of menus to go through in here, but for max privacy, you’ll want to disable nearly everything available in here ranging from location services to apps getting access to the local network and other apps as well as access to hardware.

macOS is similar to Windows in that a lot of apps will request permission on first launch or when you do something specific in them that will trigger a permission change and you’ll enter your password/TouchID/Apple Watch to confirm you want to grant access or not. But you can proactively block access here and also supposedly block Apple from some of these as well.

Beyond that will likely be up to you as to what you want in terms of privacy. Some people may go as far as airgapping it from the internet while others are okay with an app or two having access to the local network.