As tawlney says, you can't turn on footstep sounds, because they don't exist in the first place.
By planting the idea in my head, you led me to tinker and implement the feature with lua.
Behold, footstep sounds. More specifically, it plays a sound at the player's feet when he's moving fast enough. The footsteps happen more frequently the faster the player moves. They alternate position between the left and right foot, with a pitch variation to sound slightly different. As an added nicety, stepping on an artificial surface (jjaro or pfhor set texture) sounds different than stepping on an organic surface (water, lava, or sewage set texture). And just for fun, the player leaves clouds of dust, but only when stepping on the latter.
The most jarring part of this is the sound effects used, since the original sounds don't include a purpose-made footstep sound (or a dust cloud). Only a handful of effects sound remotely like footsteps. Several others make you sound like a cool mech walker with giant servos, but anything else will sound terrible. Still, I like proofs of concept. Perhaps a scenario maker could one day find this useful.