A single-user license only allows the computer that WinGate VPN is installed on the participate in the VPN. You will need to either upgrade your single-user license to a gateway license to enable the "local network" participation setting, like ccsoftware mentioned.
If you want to try out the Local Network setting before commiting to an upgrade, you could activate a WinGate VPN trial license. The trial is an unlimited computer VPN gateway license so it will enable the option for you.
To activate a trial license:
Start > Programs > WinGate > License Management > Add New > Follow the instructions on screen
If you have already used up your 30 day trial period, send your trial id or an email activation request to the support queue. you can make a new ticket here.
http://support.qbik.com/index.php?_a=tickets&_m=submit