I don't know how to enable it. It isn't mentioned on the config screen, though not very much is.

How much ricing have you done of the default config? Lazy loading of plugins is enabled by default— you shouldn't have to do anything. LazyVim handles lazy loading automatically; you don't need to manually configure anything. It should look like this:

    -- lazy.nvim configuration example
    require('lazy').setup({
      defaults = {
        lazy = true, -- default to lazy loading
        -- other default options
      },
      plugins = {
        { 'neovim/nvim-lspconfig' },
        { 'hrsh7th/nvim-cmp' },
        -- ... other plugins
      }
    })