VT-X is usually enabled at BIOS level. Check the manual of your mainboard, it should contain instructions on how to access BIOS settings and VT-X options.
The exact steps may vary depending on your mainboard manufacturer, but in case you need further assistance this guide might be useful.
Of course, your CPU has to support VT-X. Check the manual or product website of your CPU to find out if it does. In case it does not, you will not be able to turn it on anywhere. Thanks to Moab for pointing this out.