Those tools are nestled with some others, that's why they are hard to find! They are at the bottom of the tool bar. I have my tool bar in one single-file line, and the dodge, burn, and sponge tool are all nestled together in a group right above the color squares. Depending on which tool is active you will see either a hand, a sponge, or a blue magnifying glass.
Just hover your mouse over the square and soon the whole menu of tool choices will appear.
Once you've clicked on the tool of your choice, you will see its options in the tool bar across the top. You can pick your brush shape, size, opacity, and range.
Let me know if you need any more help!