Presumably you're running the Cloud version of Dreamweaver. The 12.1 Cloud update re-arranged the Insert menu.
One of the casualties of this was the Insert > Server-Side Include menu option which was removed by Adobe for no good reason that anyone can understand. Makes the Help documents (from which this thread was sourced) outdated and potentially confusing.
We're now left to using other menu options to get the same result
I rarely use the Insert Menu anymore. If you're working in a ColdFusion document, go to the Insert Panel and click on CFML. You should see an option for cfinclude 1/3 the way down.
Similarly, if you're working in a PHP document, go to Insert Panel and click on PHP tab.
Finally, if you're working in an ASP or HTML document, you won't see CFML or PHP tabs in the Insert Panel. But you can customize the Favorites tab by right clicking and adding whichever options you wish. For me, this is way better than the Insert Menu.