Hello,
there is no setting to activate annotations, the tool "Annotate PDF" in the PDF24 Toolbox works without it. Since version 11.20.1 the tools for editing, annotating and signing have been reworked several times (for example in 11.25.0 and 11.26.1). Please update to the current version: https://tools.pdf24.org/en/creator
If adding annotations or free drawing still does not work with the current version, please tell us what happens when you choose a tool and click or draw on the page.
This also works online: https://tools.pdf24.org/en/annotate-pdf