You just need to activate it from the admin area, under the forum configuration page.
But if you are using the Access version of the forum it is recommended that you don't as access can't cope with the large amount of updates required on a busy site to make it work and so often leads to a corrupted database that will not run till you download it and compact and repair the database in access.
Also as access doesn't properly delete entires from itself the database will become larger in size than it should be resulting in a slower running forum.