Good news and bad news:
The bad news is that for most apps, you can't. Because the mac community typically focuses on GUI apps where the mouse is the primary data-modification tool (such as drawing, design, video-editing, 3d-modelling, music-creation etc), rather than the mouse just being a tool to select data, FFM is considered a bad idea because it's really dangerous - accidental clicks can irrevocably modify and destroy data behind your back. For example, if you accidentally clicked on photoshop with focus-follows-mouse, you'd make a brushstroke that'd overwrite some part of a picture; and you might not notice it until long after saving. To prevent this, clicking on an app in the background is "insulated" for the first click; allowing you to basically do a confirmation step that you really do intend to do destructive operations to data, rather than just selecting things. This is really a sea change from the typical "pure terminal" linux user where all you really do with the mouse is select text, and the mouse itself never does destructive ops.
The great news is you can get it in the one place it shines - the terminal. Issue the following command in a terminal, and it'll set a permanent option to use it (you likely need to relaunch terminal.app after setting this for it to take effect:
defaults write com.apple.Terminal FocusFollowsMouse -string YES