Starting the Sentry Wallet is required to be able to accrue node rewards.
Starting the Sentry Wallet when using the desktop app is as easy as a click of a button.
When the Sentry Wallet is not started (it will said "Paused"), there are 3 buttons that say "Start Sentry" which you can click to turn it on (clicking only one of these buttons is sufficient).
Few things to keep in mind:
You do not need to wait for the wallet to be funded to click "Start Sentry". You can activate the Sentry Wallet at any point.
If you purchase a Key after the Sentry has already started, you will need to pause the Sentry, then start it again. You should see the newly minted Key auto-populate (assuming you have assigned the wallet containing the Key to the Sentry Wallet).
Once you start the Sentry, it can take anywhere from a few seconds up to 5 minutes depending on the number of Keys you own in your assigned wallets. During this bootup period, you will not be able to pause the Sentry. If you wish to pause the Sentry, you must wait until the full boot-up is complete.