Hi Scott R.

The help files in Punch don't show the title of the chapter, so sometimes they are not easy to understand.
The sentence "On the Project menu, click Paper Size. The Paper Size dialog box is displayed", is part of the help file of one of the Power Tools called "Section Detailer" (Power Tools--> Section Detailer--> Help--> Controlling Drawing Settings--> To change the paper size )

So, you will not find these items in the main program.

To change the paper size in the main program, you need to change the setting of your printer (File--> Print (fit page or to scale)--> OK--> Properties of your printer
In addition, you can use the Layout Manager (Power Tools--> Layout manager). In the Menu bar (Top)-->Setup--> Paper size

Hope this helps

Patricia