How To Set Out of Office in Salesforce

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Salesforce doesn't allow you to turn on the Out of Office message without the admin enabling it for the users.

Here is a step-by-step tutorial to enable the feature for your users.

Check if you have the option turned on for you. Do this by going to your profile and check if you see the Out of Office option.
If you don't see the Out of Office present, you will need to enable it from settings (Gear icon) on the top right.
Click on Setup, and a new tab will open.
Move to the Quick Find field on the top left of the page.
And search for Chatter Settings.
You will see the option to enable Out of Office for users. Check the box.
Head over to your profile by clicking on the profile icon on the top right. Click on your <name> to open the profile settings.
Out of Office sign is now available for you and your team.

Note: Out of Office is available only in Lightning Experience.