If you don't see an option for Multiple displays in your display settings, then Windows isn't detecting a second display plugged into your computer. When Windows detects the display, it should appear on the Display page. If you don't see it listed there, try clicking Detect on the bottom right corner of the Rearrange your displays panel.
Make sure the display is turned on and plugged into the correct video port on your computer. You may also need to select the correct source (i.e. HDMI, VGA, etc.) on the display itself to ensure that the display is using the correct video port. For more information, check the manual for your display or go to the manufacturer's website.