In order to set up Approval Roles, you first need to access User>Approval Roles:

• Next, tick which users you would like to be 'Approvers' or 'Reviewers'.  (Note: Users cannot be both.)

• Once a user has been made an Approver or Reviewer, they will then appear in the 'Policy Creation>Approval' section for selection:

Further useful information can be found in the following article: How to Send a Policy for Approval