Ubuntu 18.04 LTS does not include an option in the installer to encrypt the home directory. This option was removed from the Ubuntu installer because it uses eCryptfs, which is considered "buggy, under-maintained", and the recommended alternative is a full disk encryption using LUKS.

For per-directory encryption, like the home folder, it's recommended to use fscrypt, which as far as I can tell doesn't support encrypting the home directory unless it's on a separate partition. I haven't used fscrypt, but if there are requests, I will try to post an article about how to use it to encrypt your (separate partition) home folder.

If despite this you still want to encrypt your home folder using eCryptfs, you'll find instructions here.