Click on 'Company Info' under the 'My Site' heading on the Control Panel menu. Then, scroll down to the 'Cookie Consent' section. Choose a theme (where the disclaimer will appear on your website), change 'Enable' to 'Yes,' and choose if you would like the disclaimer to appear for 'EU traffic (only)' or 'All Traffic.' When you are finished, click the 'Save' button.
Not sure which theme will look best? Click the link: 'Click to preview on your website.' The preview will open in a new tab.