Super Administrators can enable My Actions in Site Settings.
Navigate to Site Settings via the Menu.
Click on the My Team Activity tile under the Manage Features tab.
Scroll down the page and tick the box for Enable My Actions.
Click on Save.
Users will now be able to navigate to My Actions from the Menu.
Note: it may take a minute or two before it shows. Try refreshing the page with Ctrl + F5.
You may also want to add the My Actions portlet to the Home Page. See the guide Add a Portlet to an Organisation Unit home page for how to do this.