Rockwell really makes their software packages confusing.  Unless you put down the bucks for the professional version of their software, it is sometimes difficult to know what version is right for you.  It souds like to me that you dont have a package that has the SFC programming option, thus it did not install the SFC editor when you installed Logix.  To see what I mean, check out this chart:

http://www.rockwellautomation.com/rockwellsoftware/design/rslogix5000/orderinginfo.html

If you review this chart, you will see that several of the packages include full support for SFC; however, many of them just allow download and upload of existing logic.  Some allow you to add the support later, but it is very expensive - around $1000.