You may easily turn it on and manage it, in case you login to the Admin Center and navigate to Endpoint security -> Microsoft Defender for Endpoint and click on Open the Microsoft Defender Security Center like the following image:
And you could set it to on and then configure the Intune.
The complete guideline has been posted on the following website:
https://learn.microsoft.com/en-us/mem/intune/protect/advanced-threat-protection-configure