There are several server implementations that you can run on your own. Best seems to be:
Free server with secure group chat via OMEMO
You want to find a free XMPP server that is current enough to support OMEMO.
- Register on the website of this xmpp.social server.
- Add an account for it to Gajim, and connect.
- Create a new room! Set a password. Check members-only. You should be able to then turn on OMEMO!
Incabable XMPP servers
On these (older?) servers, Gajim always says "group must be non-anonymous and member-only" even though I'd set it that way.