By default the new ST app always uses S0 for inclusion for maximum compatibility. The latest hub firmware now includes support for S2 but there’s no real advantage you will see as an end consumer in using S2.
However if your devices support S2 (unauthenticated or authenticated which requires you to have the DSK/QR code), in the new ST app click on + Devices -> Generic Z-Wave and follow the onscreen prompts. Keep in mind that not all custom DTH’s support the S2, most stock DTH’s should work fine and if you’re using a lock you can use this Enhanced Z-Wave Lock DTH it has the necessary modifications to support S2 with the latest hub firmware.