The configuration for the DHL module is at "Sales -> Shipping Methods -> DHL Versenden / Shipping".

DHL Versenden configuration page

Please note:

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!