Show me where in the American constitution where you have a right to privacy
It is implied in many parts of the Constitution, (https://constitutionus.com/constitution/rights/the-right-to-privacy-in-the-constitution/), and many rights that are explicitly mentioned in the Constitution would be difficult or impossible to achieve without a right to privacy. For example, your right to freedom of religious practices is difficult or impossible to achieve if the government were to listen, record, and track every religious expression you made.
Who gives you rights? This entire concept of "human rights" is very recent
The most well-known expression of human rights is the UN Declaration of Human rights which was approved in the late 1940s after the horrible violation of people's rights during WW2 (https://www.un.org/en/about-us/universal-declaration-of-human-rights). The fundamental premise of this document is that rights are not bestowed by a government or by a leader, but rather all people should have these rights because they are human. And, therefore, any government or leader that violates these fundamental human rights is in violation and should be held to account (which is usually easier said than done).
You have no rights in prison
Incarcerated persons still have rights. There was a significant section of the Declaration of Human rights that deals with incarceration, such as when it may be used, the conditions that incarcerated persons are allowed to experience, and how governments make decisions about who is sentenced.
In terms of privacy, it is not explicitly discussed in the Declaration of Human Rights, but there have been many proposals to include it as an explicit addition to the Declaration.