Activations are automatically created when you create procedure call messages in the diagram.
Select the Procedure Call Message tool in the Toolbox.
Click the lifeline of the sender object or actor and, while holding down the mouse button, drag the cursor towards the receiver object.
Release the mouse button on the object symbol of the receiver.
The message is created along with activations on the lifelines of both the sender and receiver (note that activations are not created on the lifelines of actors).