From the article:
To check and see if you have received the update, go to Settings > Notifications > Ring. If you have the update, an option to “Allow Critical Alerts” will appear at the top of the screen. Users can choose to enable or disable the feature.
My phone’s screen for Settings > Notifications > Ring has no mention of Critical Alerts.
Note that you can get to the same screen by going to Settings > Ring > Notifications.