When loading pages and navigating through links, a web browser sends some information about the origin of the request, by filling the "Referer" HTTP header. Visited websites can process this information as they whish, so this can become a privacy concern, for example when coming from a page which contains searched terms in its URL.
This page offers some configuration settings to instruct your browser how it should fill this referrer information. Beware that every browser behaves differently : some settings may be unsupported by your particular browser and therefore ignored. If you are really concerned about privacy, please check what is really sent by your browser by using its embedded developers tools network console, or with the network traffic analyzer of your choice.