Once you have signed up for an Office 365 plan that includes Rights Management, sign in to Office 365 with a work or school account that has the global administrator role for your Office 365 deployment. You should then navigate to the rights management page via Settings > Services & add-ins > Microsoft Azure Information Protection > Manage Microsoft Azure Information Protection settings. On the rights management page, click activate.
References: https://docs.microsoft.com/en-us/information-protection/deploy-use/activate- office365