A family of Microsoft word processing software products for creating web, email, and print documents.
You've evidently been following instructions for previous versions. If you click the dialog launcher (the tiny little arrow in the bottom right corner) in the Page Setup group of the Page Layout tab, you will open the Page Setup dialog. The Layout tab of that dialog does contain the check box for "Different first page."
A much easier way to access this control via the Ribbon, however, is to double-click in the header area to access the header and display the contextual Header & Footer | Design tools. In the Options group, you will see the check box for "Different First Page."
For more help with headers and footers, see http://sbarnhill.mvps.org/WordFAQs/HeaderFooter.htm