In the iPhone app:

Open the desired workout, tap Edit, and adjust Visiblility to your preferred setting.

Bulk editing is not currently possible.

To edit the default privacy setting for upcoming workouts you can edit it Profile> Settings > Privacy.

Note! This setting doesn't effect old workouts or you public profile.

You can also edit your workout privacy on our website.

You can edit your workout privacy also on our web  page. Go to desired workout and you'll find this.