Make sure you are looking at the right screen.
You need to highlight a specific tourney, then look for that arrow/box.
I have it without having to download anything else. It is built in to PT3.
For tourneys it gets a little confusing. I'm still working it out, but when you change tables auto-play might just stop. Not good if you are trying to get a overview of what happened. For instance, one of my tourneys just stops, with me having plenty of chips left. I'm thinking I changed tables at that point, but as of now can't figure out where it takes up again.