If you did followed the instructions and you are sure that you do not have this field, you need to re-install WordPress because your WP version must be corrupted. This option has completely nothing to do with the theme and it comes with default WP installation.
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it is possible to open main menu items in new window of course. All you need to do is activate "Link target" option. For more details about it, please visit https://codex.wordpress.org/WordPress_Menu_User_Guide
Thanks.