Design & activate the workflow

The first step is to design the workflow using JIRA Administration > Issues > Workflows. 

After designing the workflow you should make active for your project, you do that by updating the workflow scheme.

Check Xray specific configuration for workflows

Go to JIRA Administration > Manage Apps > Xray > Miscellaneous Miscellaneous and check the several workflow related configurations. 

The following configurations are specific for Tests & Test Executions

Check the specific module "Testing Workflows setup" for more details about workflows.