If you're using OWIN in your applications, you need to add Abp.Owin nuget package to your host project (generally, to the Web project) and call UseAbp() extension method in your OWIN Startup file as shown below:

[assembly: OwinStartup(typeof(Startup))]
public class Startup
{
    public void Configuration(IAppBuilder app)
    {
        app.UseAbp();

        //your other configuration...
    }
}