Create > Draw Loads > Self Weights prompts you with the following dialog.
It allows you to define how the program computes self weights for all elements in the model. You must select a load case to which self weights belong. The self weights may act in the global X, Y, or Z direction. By default, self weights act in the global Y direction. You may specify a self weight multiplier (applied to material densities). A zero multiplier ignore self weights altogether.