Where have you looked? Here are four different ways, there may be others as well.
* When you select the polygon tool you can activate/deactive orphans with the buttons in the toolbar. I believe this is modal so the selection is kept.
* Change -> Orphans -> On/Off -> Left click polygon outline. This is also modal so next time you draw a polygon it'll be with this selection.
* Info -> Left click polygon outline -> Checkbox Orphans (they show that dialog in the blog post)
* In the command line type Change Orphans On (or off) -> Left click polygon outline.