Many of the help pages refer to the "Pencil Menu", also known as the "Toolbar Settings" menu.
This menu is located between the big red "Y!" and the search box, typically near the far left edge of your browser window, and looks like this:

If you see the big red Y! and the search box but don't see a Pencil Menu on your Yahoo! Toolbar, please restart your browser to reload the toolbar. If you don't see any of those items on your toolbar, check the "Troubleshooting" section of the Yahoo! Toolbar Help for assistance in finding your Yahoo! Toolbar.