Before you select tables for stretching, you need to enable the feature at the instance level. Like many other new features, it is disabled by default. To enable it, you need to execute the following statements:

EXEC sys.sp_configure N'remote data archive', '1'; 
RECONFIGURE; 
GO 

Actually, you have to allow remote data archiving; there is no enabling Stretch Database option. Anyway, after enabling it at an instance level, you can choose a database and enable the feature at the database level.