This can be enabled either for the entire site, or on a per-category basis.
On a site wide level, you can require approval for replies based on the user’s trust level. This is set with the approve unless trust level site setting. Replies to topics created by users with a trust level that is lower than the value set here will have to be approved.
On a per-category basis, you can require moderator approval of all replies created in a category by enabling the category’s “Require moderator approval of all new replies” setting:
