Just click on People, then on Groups. From there, click on the group that you want to enable self-enrollment for.
On the next page, click on the Settings tab. Then you will need to enable Is this group enrollable from a web link?. Once that's done, enter a subscribe key - this is essentially a password that users will need to enter in order to successfully self-enroll. The URL that they will need to navigate to can be found under the subscribe key. Once done, hit Update.
Note: If you want the Subscribe Key automatically filled in, just add &key= to the end of the URL, followed by the Subscribe Key itself, such as &key=12345678.