Juan,
I went and tried to find the module and had the same issue you did in that it wasn't there. I then searching the Modules application and found it was there, but not assigned to the site I was editing. After adding the site, the SharePoint application was listed under Content Management and the SharePoint Connections application was listed under Configuration.
Perhaps that is the case for you?
For the license, the EMS license contains all "Ultimate" functionality.
Bryan