Google Signals is a new feature that theoretically improves cross-device tracking in Google Analytics. However, it has some significant drawbacks. Per Analytics Mania, If you don’t plan to use Demographic reports and you don’t plan to use GA4 audiences for remarketing in Google Ads, you should not enable Signals.
If you do need those features, here's how to set it up.
In your GA4 property's settings, select "Data Collection"
Click "Get started"
And you're done enabling Google Signals.