Portfolio Content Type Bug?

I´m using WordPress 4.0.1 running the Illustratr theme.
The theme works with the “portfolio” section but it´s just not
showing up in the Menubar!? Online you find the description to enable it like this:

“1. In your site’s dashboard, go to Settings → Writing → Your Custom Content Types and make sure the “Portfolio Projects” option is checked.”

This is how it should look like:
http://i171.photobucket.com/albums/u299/nina_9291/custom-content-types.png

My problem is that there is no option like in the description above,
see below a screenshot from my dashboard:
http://i171.photobucket.com/albums/u299/nina_9291/Bildschirmfoto2014-12-18um112533.png

I would be more than thankful for any help,
Nina