Why in the world RetroArch's documentation would show "Download cores this way!" but on the same page not tell you that by default, the option is hidden is WAY beyond me. Libretro's documentation is better but needs some modification. I think these two documentations should be updated together - there's some huge disconnect.
Settings -> User Interface -> Views -> Show Core Updater
I've created a PR for documentation https://github.com/libretro/docs/pull/406