There are stable versions and there are testing versions, once they are sure most of the bugs have been fixed the testing versions become the new stable versions.
See the icon for the menu next to where it says Opera forums at the top of the page? On that menu, click on Opera blogs, then Desktop. In the right column will be a set of links for the latest Stable, Beta and Developer versions; the Beta version is 37.

To All; I had version 36 and have now downloaded version 37 beta, found and enabled the Ad Block and also synchronized, thank you all for you assistance!!

Which version of Opera are you using? That option is still in the testing releases. If you are using Opera 36 then you don't have the correct version for that feature.

I'll look when I arrive home tonight. I downloaded Opera today so I assumed that I have latest browser, if not, where does one get the version with built in Ad Blocker?

Can't find enable for built in Ad Block in Settings.