Fingerprint was introduced ~3 weeks ago to devel.

If you are on testing branch and did not update in last 2 weeks, a dist-upgrade should pull the changes.

There are few reports however of the settings option not being available in Jolla Settings. So you might already have sailfish-fpd-community package installed but not seeing UI options to configure.

In that case there is a testing app attached to this post to at least test the hardware.
But how to get it to working to unlock if settings options are missing is beyond me.