You enable it through Safari : Preferences : Extensions.
You double-click this installed application, and it further installs its Safari Extension, but does not activate it. Though it may change, I have found that the Ad and Stuff Blocker (free, ****) in the Mac App Store appears to fly under Fox News radar when detecting ad blockers. This is why I have moved over to reuters dot com. They are motivated because there is considerable click bait beneath the landing page that generates ad revenue to them. Fox news abhors Ad blockers, and will alter their site behavior until you white-list (allow) their site to be ignored by the Ad blocker.