How to enable the DMP of the MPU9250?
Under Advanced Hardware Features on Page 54 of the Register Map document it says, "For further details please see the Application Note 'Programming Sequence for DMP Hardware Functions."'

In that app note on page 23:



as well as a ton of related stuff after it.

https://github.com/kriswiner/MPU9250/blob/master/Documents/Application%20Note%20-%20Programming%20Sequence%20for%20DMP%20Hardware%20Functions%20v12%20(....pdf

EDIT: Someone goofed and removed the sentence from Register Map document v1.6. It is in v1.4. That is why you were lost. You were looking at v1.6.