"Realize shape" is not part of the basic bundle. It is part of a high end bundle (mach 3?) or you can get it as an add-on bundle. At least this is how it was a year or so ago when we looked into it.
If you have a license (or think you may) look on the "Surface" tab for the "Realize shape" icon. If you have a license it will launch you into a separate environment, similar to working with a sketch in the "sketch task environment".
I see it in NX9.0.2 help docs. Which maintenance release of NX9 do you have installed?
Also in NX9.0.1 What's new, so it may not have been in the base release NX9.0.0, if that's what you have installed.
There are various types of MACH3 licenses bundle:
NX13300 (my license)
only NX13100 and NX13300 has SHAPE STUDIO application.
Check your role, change to "advanced", in case your current role has the command hidden. I thought the command finder would list it, even if hidden though, and say in the comments that it is hidden, etc..