The configuration for the DHL module is at "Sales -> Shipping Methods -> DHL Versenden / Shipping".
DHL Versenden configuration page
Magento already has a DHL gateway integrated by default, which is located at "Sales -> Shipping methods -> DHL" or "DHL (deprecated)". However, those settings have nothing to do with DHL Versenden / Shipping. Do not enable them!
Do NOT use these configuration sections if
you are setting up DHL Versenden!