Fritz 20 no longer has a single "Options – Engine" submenu collecting the engine-related toggles. The three toggles previously grouped here have moved into more appropriate places in the Options dialog and the ribbon.
Show Plans
Visualises the engine's planned manoeuvre on the board.
Where to find it: the "Hints" panel of the Training ribbon (keyboard shortcut V).
Note: not all chess engines support this feature. Modern Stockfish and Komodo, for example, do not expose plan information through the UCI protocol.
Coach is watching
Lets the trainer monitor the moves you play and indicate mistakes and better alternatives.
Where to find it: the "Help" group of the Misc tab in the Options dialog (File – Options – Misc), or as a toggle on the "Coach" panel of the Home ribbon.
Assisted Analysis
Indicates with colours how good each possible move is when the cursor hovers over a piece.
Where to find it: the "Help" group of the Misc tab in the Options dialog (File – Options – Misc), or as a toggle on the "Training" panel of the Home ribbon.