Warning: It's critical that you do NOT reboot the installed system before copying the recovery key somewhere safe. Else it will get lost in the ether, never to be found again.
This requires a network connection during the installation so you have a place to copy the LUKS recovery key to.
For the most part, you can proceed with the Ubuntu MATE installation as usual: select your languages and keyboard layout, Ubuntu standard install (un-select install updates during install to avoid getting ahead of our local mirror).
Raw guide:
for the drive install page you gotta select “Erase disk and Install Ubuntu MATE”
Click advanced features
Select LVM
Select full drive encryption
Click Continue, then Continue again (be patient, the encryption setup takes a couple minutes to finish)
Enter s password for LUKS… do it again.
Check the save a key box
Click Continue
Finish installation as usual (timezone and user)
BEFORE YOU REBOOT: copy the /home/ubuntu-mate/recovery.key file somewhere
After the key is copied you can reboot and continue like normal with the Ubuntu install