If you have registered a domain with us, in the order process you have a link to "Configure Domain Options", you have to click on it and enable the Privacy Protection and also other options like DNS Management, Email Forwarding.
If you haven't enabled those options in the order process and you have completed the domain registration, please check the "Whois Protection" article in this KnowledgeBase to enable the option (if available) in your domain through your client area.
Note: Privacy Protection is available on certain domains extensions.