APVs can only be baked with the GPU, but does not require that you bake any traditional lightmaps. It’s admittedly a little confusing how some lighting settings that affect APVs live in the “lightmapping” section of the lighting window.
A couple quick things to check if you’re not getting results: are your lights set to mixed or baked (not realtime) mode, and are your static mesh renderers set to “probes” for GI source with “contribute GI” checked? Also the analysis → rendering debugger has a dedicated tab for APVs where you can visualize the probes & lots of info about them.