The Thinking Particles rollout used to be part of the Krakatoa GUI in the early days, but was later moved to the dedicated “Krakatoa Explorers” floater together with all other similar particle source management tools.
Clicking on the “Explorers” button at the bottom of the Main Controls rollout in the Krakatoa GUI,
Selecting “Open the Krakatoa Explorers floater…” menu item in the Krakatoa menu, or
Pressing the EX icon from the Krakatoa toolbar (if you customized one)
However I must admit that the way it is documented is quite confusing, and the documentation should be updated to reflect Krakatoa MX 2.x as nobody cares what it looked like in 1.x anyway. So please accept my apologies for the inconvenience!