that UI option to configure your appliance is gone. Most of that configuration leg-work is now done up front, before the OVA is deployed, using a new web based install wizard, outlined nicely by Vladan Seget here, and by VMware here.
if your deployment of the appliance does go wrong and errors out, you'll want to go in with the vSphere Client and manually clean-up, deleting that VM from disk, so you can deploy the appliance again, without pesky "already exists" errors
You'll get used to the new interface very quickly. Why? It's the DCUI (Direct Console User Interface). Yep, they're standardizing their appliances on this simple interface, using F2 to get started, just as you would with the ESXi DCUI.
This example shows a FQDN of vcenter.lab.local, of course, you'll want to substitute with your appropriate hostname.
Good idea to change stuff in the vCSA using the DCUI? Not really, especially the name, which will give you some fits when trying to log your browser back in to the vSphere Web Client, which is now simpler than ever. Instead, you'll be making changes through the vSphere Web Client, where you used to use your browser to log in like this:
but going forward, with vSphere 6.0, using now-supported IE, Chrome, or Firefox, it looks like this instead (no more port # to remember/bookmark)
of course, there's a slight chance something will change a bit once vSphere 6.0 is generally available