Calibre should have prompted you to add the plugin to the "main toolbar when a device is connected". The icon will only be visible if you connect a device (a Kindle preferably
) to your PC.
If you have the device connected and there is still no icon, you can add it manually by going to Preferences->Customize toolbar, then from the drop down menu select "the main toolbar when a device is connected", select the Kindle Collections entry on the left, then click the right arrow button to add it to the toolbar, and save.