According to https://lwn.net/Articles/865256/, 
"memfd_secret() was disabled by default and a command-line option (secretmem_enable=) was added to enable it at boot time."

$ cat /proc/cmdline 
BOOT_IMAGE=(hd0,msdos1)/vmlinuz-5.15.0-0.rc4.33.fc36.x86_64 root=UUID=6fd107e8-438a-48a2-915e-651e43fb438e ro rootflags=subvol=root rhgb quiet secretmem.enable=y

$ cat memfd_secret.c
#define _GNU_SOURCE
#include <unistd.h>
#include <sys/syscall.h>
#include <fcntl.h>
#include <err.h>
#include <stdio.h>
#include <errno.h> 

int main(void){
    printf("memfd_secret demo prog\n");
    int fd;
    fd = syscall(SYS_memfd_secret, O_CLOEXEC);
    printf("fd = %d\n", fd);
    printf("errno = %d\n", errno);
    return 0;
}

$ gcc -o test memfd_secret.c
$ ./test 
memfd_secret demo prog
fd = 3
errno = 0

Fixed in commit 8e4f7ba372b4.