Go into settings
Go under the game play tab
Click on "Show advanced game controls"
Go into what ever game mode you like
Click on your ship and in the bottom left corner there is a boat steering wheel icon
Click that
Then have fun controlling your ship 
How to control your ship with your keyboard
5PoundsOfCheese
But you can press ctrl Deeee
5 days later
Yeah, besides clicking the button you can use Ctrl + d (by default) to toggle direct control mode. I also don't think you mentioned this, so just to specify it enables WASDQE control of a ship, and optionally mouse-controlled weapons.