You can allow users to select from privacy options for their app uploads.  To go to this section, go to Configure Site > Social Networking, scroll down this page or choose the sub menu tab "Profile" > "Privacy Settings" to jump to this section.

The top of this Privacy Settings is for Profile privacy settings.  Below this you can set the privacy options for user app uploads:

Checkmark the boxes here for privacy options to include for user to choose from.  You can also choose the Default Privacy for each user app upload here too.  As noted on the admin panel here, the "Custom" option requires the "Friends Only" option to be checkmarked as well.  This allows users to choose to share/not share their post with select friends/friend groups.