Recently, evolutionary computation (EC) has been promoted by machine learning, distributed computing, and big data technologies, resulting in new research directions of EC like distributed EC and surrogate-assisted EC. These advances have significantly improved the performance and the application scope of EC, but also trigger privacy leakages, such as the leakage of optimal results and surrogate model. Accordingly, evolutionary computation combined with privacy protection is becoming an emerging topic. However, privacy concerns in evolutionary computation lack a systematic exploration, especially for the object, motivation, position, and method of privacy protection. To this end, in this paper, we discuss three typical optimization paradigms (i.e., \textit{centralized optimization, distributed optimization, and data-driven optimization}) to characterize optimization modes of evolutionary computation and propose BOOM to sort out privacy concerns in evolutionary computation. Specifically, the centralized optimization paradigm allows clients to outsource optimization problems to the centralized server and obtain optimization solutions from the server. While the distributed optimization paradigm exploits the storage and computational power of distributed devices to solve optimization problems. Also, the data-driven optimization paradigm utilizes data collected in history to tackle optimization problems lacking explicit objective functions. Particularly, this paper adopts BOOM to characterize the object and motivation of privacy protection in three typical optimization paradigms and discusses potential privacy-preserving technologies balancing optimization performance and privacy guarantees in three typical optimization paradigms. Furthermore, this paper attempts to foresee some new research directions of privacy-preserving evolutionary computation.