Can admin see my password when I enter it?

No, you can't protect yourself against a privileged user. Any piece of software you can install to protect you could be uninstalled or deactivated by the privileged user

That's why is told that when a computer is compromised and the attacker gets root access (Or is possible that he did) you just don't control that computer anymore

If you don't trust the computer administrator or whoever has access to an administrator account then you shouldn't store any data that you don't want them to access

By definition the admin is allowed any administrative tasks. That includes (non limitative list):

• install any software
• read or write any file (necessary for backups)
• intercept any network stream or packet (firewalling and logging)
• execute any program on behalf of any local user (at least on some OS)
• set and reset passwords

That clearly means that you cannot protect anything on a computer against its admin. So if you cannot trust the admin, you should not use the computer.