That option indeed isn’t directly clear as the checkbox looks clickable already when you add the column to your view. However, as you noticed, it doesn’t.
For that function to work directly from your view, you must set your view to “Allow in-cell editing”;
first click on the tab “View” then selct “View Settings”
Now click on the button “Other Settings” select the option: Allow in-cell editing
You can now click on the checkbox directly from your view to easily turn on/off archiving for that item.