The paragraph after the one you quoted mentions that the email settings were in the web.config file prior to mojoPortal 2.6.
Prior to mojoPortal 2.6, it was possible to configure email settings in the Site Setting but, by default, the settings were configured in the user.config. If you upgraded your site to mojoPortal 2.6 and want to configure your Email Settings in the Site Settings, open your user.config and add the following, then touch the web.config to restart your site. Note that once you set this to true the rest of the SMTP settings in user.config are ignored and the settings that you create in Site Settings will be used.
If you follow the instructions, you'll be able to see the SMTP settings in your Site Settings.