That document reference was only relevant for 6.2.0. Even so, by the time of 6.2.0 GA release, it was no longer necessary to change display options directly.
Instead it is just necessary to enable consolidated policy mode for the policy package you are working on.
Step 1: Right-click on Policy Package
Step 2: Click on "Enable"
Step 3: Enable "Consolidated Firewall Mode"
(Those 3 steps have remained constant for all FMG 6.2.x patch releases afaik)
Result (for FMG 6.2.0): Now you should see a new line item for a Consolidated policies line item under the Policy Package.
Note: Later FMG 6.2 patches may have a different name for the line item that better matches the naming convention in the similar patch level of FortiOS 6.2.
Fortinet Technical Support