Are you looking for the section in the Preferences of the "Sync" button in the Library.
Ensure that you have your portable connected. Now go to the Portables section in the left Library pane. There should be an entry corresponding to your device, I believe mine says "iAudio E:". Click on that.
You should now be presented with a view that looks like the rest of the ML, a three pane view of Artist/Album. Now somewhere on the bottom of this view there should be some buttons. One of them should be labled Sync.
There is a known problem with Plays For Sure (P4S) devices that is to be fixed in v5.35.
-P4S Devices crashing on sync (Doh!) (info) *
Note: I a basing this of memory as this workstation doesn't have Winamp.
The Preferences for the Sync funtion are only present when the Portable is attached as they are stored on it. They are under Media Library preferences -> Portables -> <Device Name> -> Sync tab.