Once you're on the pre game screen (the squad ready and can't be changed), there should be the game's odds and the opposition formation. Specific man mark the players you want.
As WJ mentioned, it should be specific to A PLAYER. But if you want to make it specicific to A POSITION (mark an opposite fullback, a central striker...), then specific man mark the opposite players you want with your choosen players. Once done, SAVE it.
This setting was meant to be for this unique game. Once the match is finished and you go back to your normal tactic page, import this saved tactic, it should ALWAYS be set (unless the opposite team doesn't play with players on the position you've specifically marked).
Note: i don't know if this is still the case for FM17 but once you've imported your saved tactic, NEVER open your player TI to check if he's specifically man marking an opposite player, or it will cancel it. Instead, just wait for your next game, and once you're in the pre match page then you're free to check it