When you first login to Classlink, you will see two options: Logout and "Set Up Recovery". 

You want to select "Set Up Recovery"

This will take you to your Profile settings. Here, you want to select "Recovery". At Recovery, you'll select "Questions". They will say disabled, but clicking on it will start the enable process.

You then must fill out all 3 Security Questions. Once you've finished this, select "Save".

Once you've done this, select the "X" in the upper right hand corner of your Profile Settings. This will take you back to your Portal Home screen.