Anders,
NAT is automatically enabled when you set SME to be server and gateway. Typically, in this instance you'd have 2 network cards in the server, one would be connected to the internet via analog modem, DSL or Cable modem. This would be called the external network card and would typically have a single public IP address assigned by your internet service provider. The other NIC would be connected to a hub/switch device where you can connect other PC's. This second card would be the internal NIC and would have a private class IP address. In this configuration, there's no additional settings you'd need, NAT is enabled by default and is automatic. To my knowledge, there is no user configurations available - in server and gateway mode NAT is enabled, other modes NAT is not enabled.
Hope this helps...