The recognition of data as a natural resource has made headlines in the new era of industrialization. Companies now leverage this resource to enhance their services and products, often promising optimal outcomes. While data has always held significant value, recent advancements in AI and ML frameworks have brought this fact to the forefront. However, it was not until major scandals involving large corporations came to light that the critical issue of privacy was remembered. Consequently, the intersection of data, AI and ML frameworks, and privacy has emerged as a new area of research. Although numerous works have reviewed the development of various data protection techniques, it seems that most of them address the subject from a single perspective or attribute the entire concept of data privacy to a specific technique. This review aims to present an overarching view of the topic. It offers a systematic guideline that establishes a proper connection among the three elements: data, AI & ML frameworks, and privacy. The paper delves into each element from both an abstract and concrete standpoint, presenting the latest techniques to address data privacy concerns, including numerous lab simulations. It also recommends tools and resources for further study. Ultimately, it wraps up the central topic by outlining the challenges and prospective future research directions. Keywords: Data Privacy; AI & ML; Differential Privacy; Federated Learning;