The short answer is, in UPDATE ROLL UP 2 or 3 or 4.
Nearly all of the documentation on this points to Update Rollup 2 KB2554629 containing the Office 365 add-in. The problem is that if you install a fresh SBS 2011 today in 2012 or 2013, you can not get KB2554629, as of December 2012 you can only find Update Rollup 4 KB2757007 and the notes for that patch make no mention of the Office 365 Add-in. It is however included.
I spent hours following blogs and comments explaining that the Office 365 add in would appear under the ADD-IN tab of the SBS 2011 DASHBOARD… it doesn’t until after it is CONFIGURED. It is burried at the end of the HOME tabs COMPLETE THESE TASKS check list and labeled “SETUP OFFICE 365 INTEGRATION”. It also does not appear as ROLE or FEATURE under SERVER MANAGER, which is also what I would have expected (…well I would have thought it was a FEATURE).