They should be on by default. Did you or someone else turn them off in the file? Are there ligatures in the font?
Yoou can turn them on from the Character panel flyout menu, the Control panel Flyout menu, or in the paragraph style definition dialog (which is the best place).
There is also a difference between "standard" ligatures (which are on by default), and "discretionary" ligatures -- artistic forms of character combinations, at the discretion of the type designer. "Discretionary ligutures" are off, by default, but perhaps the OP expected these.
The setting for "Discretionary ligatures" can be found in the same places Peter pointed to, in a sub-section "OpenType". Of course enabling this only will work, just like 'regular' ligatures, if there are any in the font to begin with, and if they are encoded correctly by the original font designer.