Hi Waldemer,
The way you see different example models from the documentation and from the MATLAB you have, is due to the difference in versions used. The documentation page always shows up the latest version, whereas the MATLAB installed might not be up to date.
I assume you are using a MATLAB version 17b or earlier, the example is updated from R2018a. You can find the version of MATLAB that is installed through the command
ver
That indicates what version is used.
In order to solve the problem, of having the "Convert To phase" block, it is not the direct block in Simulink. It is the subsystem made for the example, using the blocks math function (use logarithmic i.e. log), complex to real-Imag (Set output parameter to Imaginary) and a gain block with gain "1/srqt(2)). This block can be generated from the Simulink library in the model you have with those parameters, and will perform what is asked.
Hope this helps.
Regards,
Sriram