Is it possible to remotely switch on Find My Mac?
Unfortunately you cannot do this. Apple provides steps to Set up Find My iPhone on all of your devices, all of which require physical access to the device.

Since the notification email you received should have included an IP address, you could always try remoting into your MacBook Pro using Back To My Mac, Apple Remote Desktop, or some alternate method; and enabling Find My Mac that way.

However let’s face it: your chance of success here is extremely slim, and requires that you have allowed some kind of remote access to your MacBook prior to having it stolen.

Since the thief now has access to your iCloud account, your next step should be to head to id.apple.com and change your password immediately—before they do it for you.