User Registration not working

I’m new to WP. Just downloaded the latest version and tried to activate user registration through admin->settings->general-> Membership….place a check for “Anyone can register”. However, when tried saving it, the value doesn’t get stored. So, I cannot active it.
Do I need a seperate plugin for memeber registration, or does WP come with that automatically?
If it comes with it, how do I activate it?

Thanks for all help.