To find the settings, select Options from the menu. (If you don't see the menu, press the Alt key.) Then select Settings, then Display, which should leave you on the Graphics tab. There you will see "Advanced animations" in the 2nd column -- make sure it is checked. (It is NOT checked by default.) Then go to the Scenery tab, and set Scenery complexity to at least Dense. This will make a few appear, while a higher setting will make more jetways appear. Then set Autogen density to at least Dense.
If your graphics card can handle it, this should make at least some, if not all, the jetways appear. The tradeoff, as always, is slower frame rates. I think it is worth it when flying airliners. If your graphics card can't handle the Very Dense setting to make all the jetways appear, just set it on Dense and then "slew" your plane to a jetway that does show up.
To make any jetway move, click Ctrl-J while the plane is parked at that gate. Good luck!!