To enable entities on a new dataset that you want to create, you simply need to select them during the setup process.
Click in the highlighted box shown below and you will be presented with a dropdown menu of all of the entities that you are able to enable for that dataset. Simply click all of the entities you want to enable before creating the dataset. If you add any in error, you can click the ‘X’ icon next to the entity name to remove it.
To understand more about how to create a new dataset, see here.
Figure: Create new dataset modal