Single Sign On - Directory Configuration

I reached out to support and they told me to post to a community, always a good sign...

Anyways, we are trying to enable single sign on according to these instructions: https://helpx.adobe.com/enterprise/using/set-up-identity.html#sa_src=web-messaging

These are the first two steps in the instructions:

1. Sign in to the Admin Console and navigate to Settings > Identity.
2. Navigate to Directories tab, click Create Directory.

    

However, when we get to the second step, the Directories tab does not exist.  Please adivse.