The usual problem is the filmstrip pane is closed. Find the "handle" at the middle of the left border, and "pull" to the right. If this is not the problem check to make sure Photoshop display resolution requirements are met.
As Richard said, if you’re lacking the column of thumbnails at the left, then perhaps it is hidden.
However, if your ACR has thumbnails at the left but no Filmstrip option at the top with the new HDR and Panorama functions, then you are running CS6 or Elements which did not get the new CC functionality despite getting the newer camera updates. In other words, ACR knows what PS version is hosting it and hides or reveals functionality accordingly.
Thanks Richard, this is the case. I became tired of spending $15.00CAD a month when I did not need the full PSCC and reverted back to CS6 and Elements 13. I guess I am stuck.
You don't get new functionality without paying for it. If you got tired of paying, then yes you're not going to have the new functionality.