Click the "Safari" menu
Make sure you have a Safari window open and active; you will see the "Safari" menu in the top left of your screen. Click it and it will expand to show Safari specific options.
Click the "Preferences" menu item
Now that you have expanded the Safari menu, you will see the Preferences item - click on it.
The Safari Preferences screen will now appear.
Click on the "Security" tab
The Safari Preferences screen has a number of sections, indicated by the various options along the top of the screen (General/Tabs/AutoFill etc). Click the Security item to see security related options.
Close the "Preferences" window