That feature is deprecated. The code it produces is outdated. It's not secure. It won't work with PHP 7 servers. You should not use it for current or future projects. See the warning statement below.
If you want to create database sites without manual coding in DW CC, use a commercial extension from DMX Zone. See link below.
Your image is from a very old version of Creative Suite not Creative Cloud. You won't find Applications in the current DW CC. You would need to revert to Creative Suite 6 (12.0) from your CC Desktop App.