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For that you need the Advanced Routing module, which is a separate license you need to purchase. The routing module is based on ZebOS and is configured from it's own CLI shell, but it has some tie-ins with settings in the GUI.
Oct 03, 2017
As regards to buying the Advanced Routing license you'll need to contact your sales representative. The specific shell that you use is called "integrated management interface shell" so just start it by typing imish. Once inside the shell you configure it with a fairly generic syntax, if you're familiar with other routers with Cisco-ish syntax you'll do just fine, 'router bgp ' and so on.
There's actually a whole bunch of manuals for ZebOS on AskF5, but here's the one for BGP specifically: