How do I turn on "always-on" for an Azure Function?

Azure Functions are managed together by Azure App Service which restricts always on to modes that are Basic or above (no free or shared)

In Basic or Standard mode, you can enable Always On to keep the app loaded all the time.

This answer applies to all Azure Function scenarios with the exception of those that are triggered by an http request.

There are 3 cases to look at:

1. You have a Function App running in a Free/Shared App Service Plan: Always On is not available, and those scenarios are simply not supported.
2. You have a Function App running in a Basic/Standard/Premium App Service Plan: Always On is available and can be turned on. In fact it is on by default, and you'll get a warning in the Functions UI if you turn it off.
3. You have a Function App using a Consumption Plan: there is no need for Always On as the system takes care of waking up your functions whenever they need to run. This is the recommended approach for most users.