The "Language Learning" section on my Kindle doesn't have a Pinyin option, only Word Wise and Vocabulary Builder. My Kindle Paperwhite 1st gen is updated to 5.6.1.1. Synced again just to be sure it's on the latest version. "Update your kindle" is greyed out.
Any ideas why it wouldn't be there? Is this an option only available on 2nd gen Paperwhites or later (though I don't see why any Kindle couldn't do it).
Does this option only appear if you have a Chinese book open? I've tried with the EPUB and Mobi here:
http://www.gutenberg.org/ebooks/24264