From the Project Administration Page

 In order Select the project you want to enable the Xray  Xray Requirement Coverage Components, click on Actions - > Enable Xray Requirement Coverage

From the Xray Administration Page

 In order to enable the Xray Requirement Coverage Components to multiple projects, go to Manage Apps > Xray > Requirements Projects. Add or remove any project as needed.

This module details you the minimum configuration that needs to be done to create a new project with Requirement Coverage enabled. Go to Basic & Advanced Setup to explore other configuration possibilities.