I was searching for an answer to the same question but then figured it out . This is 2 years later but I hope its still relevant to anyone searching for the same inquiry. I'm currently using the latest version of Mega which is Mega-X. So if you want to calculate bootstrap using a Neighbour-Joining Phylogeny Test, you first click on the Neighbour-Joining Phylogeny Test, select your multiple sequence alignment file and then a settings menu will pop-up. In the settings menu, look for PHYLOGENY TEST, under it you will see Test of Phylogeny -> none. Click on none and change it to bootstrap method and set your desired number of replications and then run the test!