How do I setup i3wm on Ubuntu 17.10?

So I just did a fresh install of Ubuntu 17.10, and updated everything.
The issue is after installing the i3wm with the console command:

sudo apt-get install i3

I can’t use it. I log out, I click the little cog and all I have are 2 options:

Ubuntu

and

Ubuntu on Xorg

I can’t choose the i3wm.
Are there any steps that I am missing?