That’s because it’s not in the widget page. Weird, I know.
You have to go to the themes page, click on the “Customize” button on your active theme, wait for the page preview to load, and then wait for the widgets to load on the editing panel to the left. (This might happen faster on your server.) You can add, delete, or reorder widgets from there, but you have to click “Save” at the top for them to actually take effect, afaik.
It’s a little bit weird, I know. I think it’s not long before the widgets page is history.