To get to the GDPR settings, go to Site > Site settings > GDPR settings.

When you enable GDPR EU visitors on your site, will see the marketing consent checkbox and marketing consent, text field on your forms, and also see the cookie consent banner as well automatically.

Now by default, this is disabled, but you can click here to enable GDPR.

You can also change the text that's available inside here and the detail of this. If you're based on the European Union or you process the personal data of individuals in the EU, you would need to be compliant with general data protection regulations.

Make sure you click Update when you make any changes.