If you look in a folder such as
\Program Files\BMC Software\ARSystem\diserver\data-integration\plugins
you should find subfolders called CMDBInPut, CMDBLookUp and CMDBOutPut
If they are not there, then you are probably on a client machine different from the application server where AR Server and CMDB are installed.
This might be if you just installed the spoon client without also installing the BMC Atrium Integrator Client
Look on bmc.com/support under
BMC Atrium Core - CMDB
in product downloads (EPD)