Is the language on your iPhone set to English? If you are using a different language the "Hidden" Album will have a different name, also the "Utilities" section of the list of albums. But you should be able to recognize the Hidden album by the badge with the crossed out eye.
The Hidden album will not be shown at all, if it is empty. Have you already hidden any photos? Try to hide one photo to check, if the Hidden album will appear.
By default the Hidden album will be locked, and you will have to unlock it.
Hide photos on your iPhone, iPad, or Mac - Apple Support
Hide photos on your iPhone, iPad, or Mac - Apple Support