To add an attendance activity you have to turn the editing mode on first, and then select Attendance from the "Add an activity or resource" link.
You can add as many instances of the Attendance Module as you want, and each instance can have multiple sections. If you wish to have multiple instances make sure you name them in a way that clearly indicates what the instance is used for (i.e. "Lecture attendance").
The optional Attendance block allows teachers quick access to the Attendance functionality and allows students quick access to a summary report for their own attendance.
To add the block: