I am running a site on version 9, and have member registration settings to have an administrator to approve new members.

But I can not find out how to activate a new member

Hi, you need to login to the Admin Panel to get to the back-end.
Once in, you should see the Unactivated Members button, which will show you whether you have any members waiting.
Click on View More, it will take you there, tick the check box of the member requiring registration, then click the Reinstate button (strange, I know), put a reason in there (like 'new user', and enter.

There is no Unactivated Members button.
In admin panel it shows 1 unactivated member, but it is not a button.
Could the reason be that I am using a Danish locale?

Well no, it's probably the Admin theme you are using. Sorry, I should correct myself, it's not a button, but a block.
This is how mine looks.

Enable the filter in user management

I found the cause for the error

It is probably in the locale. The Danish button is translated into "Reinstate user" and I was looking for a button named "activate User".
So problem fixed.

Thanx for the finding - updated locales will shortly be available at GitHub :-)

Reinstate User is also in the English locale.

then I would suggest to update that text into something more user friendly

I'm having the aboutsmae problem and can't even find the reinstate button..I need to fix this ASAP. Any idea where to look???

If they are unverified, it is not possible today. But unactivated / banned can be reinstated.
In the Dev plan for next rev. we have these issues addressed.

Falk, finally found it after switching admins theme to Venus, and clicking "Reinstate". That set the users up as activated.