The solder mask is activated using a check box in the board configuration (found under the Design menu link). If you look to the layer display on the left side of your screen you can see SM top and SM bot. These are the mask layers. The mask is created for you automatically. A solder mask opening is created for each pad placed using the Add Pin tool. If you need to create additional mask openings you can do so by placing filled polygons the size and shape of the desired opening on the SM Top or SM Bot layers.
To view that solder mask layers you can select the layer under the Layer Display section. If you are having trouble viewing the layer, you might make all layers invisible and only make the mask layer visible. The default mask view shows a pad for each soldermask opening. If you would rather see that openings in the solder mask as you would see it on the pcb go to View Users Preferences Display. Check the Draw positive soldermask box then select Apply and OK.