As it says in the help popup:
"Once you have them created, go to the Manage Forums admin panel and assign the appropriate email address to each of your forums"
Navigate to Forum > Forums > Manage Groups and Forums
From there, pick a forum (not a group) and click "Edit Forum" and the third option from the bottom should be "Unqiue Post by Email Address for this forum:" where you will be able to enter that forums unique mailbox.
Hope that helps!