According to Samsung support, FRP is automatically enabled when you set up at least one Google account. If you still want to check it's status manually, you will need to enter Download mode. To do this:
- turn off your phone and wait about 10 seconds
- hold Volume Down, Home and Power buttons simultaneously until you see a warning
- press Volume Up to continue.
After doing these steps, some text should appear on the screen, including "FRP LOCK" or something like that. There you can check whether protection is enabled or not.
Important: to exit download mode, you will need to hold the power button for more than 10 seconds, or if that doesn't help just pull the battery.
Please note that FRP can be easily disabled by flashing new ROM without GApps, but if your bootloader is locked that's not an issue.