It is the first item under the hint menu for items.
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There needs to be something that points you there, or better yet these things need to be listed with the item in the shops. The fact that I have to go find what an item does within another set of menus is really bad design. If the developer doesn't want to move these, then the in game text should lead you where to go to find the information. I certainly didn't expect to find this kind of information under 'hints' and ended up coming across them after having failed twice and was looking in there for completely different reasons!
I cannot replicate this bug in either 8.50 or 8.65. It always appears immediately in Amsterdam North after the random event that unlocks it.
I don't know what makes it different for me, but it took at least a week for it to show up for me on multiple playthroughs. I've still never gone though as the cost is to high (Day passes are nearly $100, when I don't even make that in a day).
I eventually used the dance studio to level up fitness, because those lessons are free... Though I had to work up that one stat to take Pole Dancing classes, as no other type of class actually ever happens (Jazz dance never has enough people).
In the same way visiting the club is much to high (need a $200 dress and $200 shoes if you meet the other requirements), though at least those costs occur just once. The gym fee other than the big yearly one are a complete rip off and cost me more than I can earn in the same time period. Maybe some of the other jobs pay more than the library one, I don't know as I haven't done any other work besides the first modeling event (which paid about the same as the library when your in a good mood).