I had the same problem but i solved it. There is no way to activate it Marth will just be able to open any chests and doors without keys. Just walk up to one and try it. Hope i helped
The only fire emblem game I have played is FE the sacred stones, but the fire emblem in that is the stone of Grado.
I played FE Shadow Dragon and in it you automatically receive thefire...
If you are referring to Fire Emblem: Blazing Sword, you can get it from a bonus disk that used to come with Mario Kart: Double Dash. You can also get it by game shark codes or hacking.