When creating a database, if you want to use the encryption bundle you need to select it in the database creation window:
After pressing "Next" you will get the following page:
In here an auto-generated key is suggested to you, if you wish to enter a key for your own you can change it.
Make sure you backup this key!
In Addition you can set the encryption algorithm:
You can also choose if you want to encrypt the indexes as well (selected by default)
After you create the database, a window with the selected key will appear, this is your last chance to backup the key:
You can read more about the Encryption Bundle in here.