No, it's not in the DS menu if you boot up with no game, unless you have some custom firmware on it that adds that.
You have to start a game that has Nintendo WFC abilities, then you use Nintendo WFC setup, it's usually located in the multiplayer menu of the game (differs from game to game).
Wi-fi could also just mean that the game can be played locally vs other DS's that are close to you, that's Wi-fi too. But if you play over the internet it's all about Nintendo WFC.