In the first part, it's in Roxy's house. In part 2, you choose whether you want to see futa-futa content or not when you start a new game.
I'm on version 1.35, but I wouldn't now like to have to restart everything to make this choice at the beginning, so there's no way I can do that without having to start the game from scratch? If not, could I ask you to bring a light update, bringing back the button in Roxy's house or putting her in the menu configuration please?