To see the Dust Off option -
You must have a RAW file open in NX

To use Dust Off -
Besides having a RAW image, you must have a current dust reference image (current meaning the dust in the reference image matches dust on the image "to be dusted" *exactly*

A better option -
Learn to clean your sensor. If you don't, even if you have a series of current references, eventually the dust will be so extensive that Dust Off will warn you that there's too much dust.