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This rule raises an issue when a "class-private" method is never called inside the class where it was declared.
Why is this an issue?
A method that is never called is dead code, and should be removed. Cleaning out dead code decreases the size of the maintained codebase, making it
easier to understand the program and preventing bugs from being introduced.
Python has no real private methods. Every method is accessible. There are however two conventions indicating that a method is not meant to be
"public":

   methods with a name starting with a single underscore (ex: _mymethod) should be seen as non-public and might change without prior
  notice. They should not be used by third-party libraries or software. It is ok to use those methods inside the library defining them but it should
  be done with caution. 
   "class-private" methods have a name which starts with at least two underscores and ends with at most one underscore. These methods' names will
  be automatically mangled to avoid collision with subclasses' methods. For example __mymethod will be renamed as
  _classname__mymethod, where classname is the method’s class name without its leading underscore(s). These methods
  shouldn’t be used outside of their enclosing class. 

This rule raises an issue when a class-private method (two leading underscores, max one underscore at the end) is never called inside the class.
Class methods, static methods and instance methods will all raise an issue.
Code examples
Noncompliant code example
class Noncompliant:

    @classmethod
    def __mangled_class_method(cls):  # Noncompliant
        print("__mangled_class_method")

    @staticmethod
    def __mangled_static_method():  # Noncompliant
        print("__mangled_static_method")

    def __mangled_instance_method(self):  # Noncompliant
        print("__mangled_instance_method")

Compliant solution
class Compliant:

    def __init__(self):
        Compliant.__mangled_class_method()
        Compliant.__mangled_static_method()
        self.__mangled_instance_method()

    @classmethod
    def __mangled_class_method(cls):
        print("__mangled_class_method")

    @staticmethod
    def __mangled_static_method():
        print("__mangled_static_method")

    def __mangled_instance_method(self):
        print("__mangled_instance_method")

Resources

   Python documentation – Private Variables 
   PEP8 – Designing for Inheritance