Simply open System Preferences, then click on Internet Accounts (assuming you've set that up, you're done--otherwise set it up here). Then Show All, and click on iCloud. Everything should be ticked, and tickable, now.
Yep, another idiotic failure by post-Jobs crApple code monkeys. :-(
off topic, but totally related
Also, why are International Settings completely ignored by the menu bar??? I want my date in ISO International STANDARD format, dammit! 2014-03-24 08:32, not "Mar 24 8:32" Come ON Apple. Stop adding "features" and fix what you already have. :-(
Another idiocy that hasn't been fixed in years.... if your server's mailbox is so full that the server is "slow" (i.e. Mail.app has to wait more than ~60seconds) Mail just bails, and you can *never* get your email! The "solution" is to manually keep resetting your clock back a minute, every minute, until Mail and your mailserver sync. GAAAAAAAA!!!! >:-(