Where is the dodge tool?

Dodge tool should be on your toolbar- its like a black circle with a little line coming down diagonally from it- shares a button with sponge and burn so may be hidden behind them. Left hold click if it is that should bring up a little drop down that will let you select the tool you need.

Other than that, a much much better way to dodge/burn is to use layers- go to layers (top of the screen beside file, edit, etc)
select new->layer- this should open a box.
Now- set the colour drop down to none
Mode drop down- Set to soft light, feel free to experiment with hard light etc
Tick the soft light neutral colour (50%grey) box- should be at the bottom of the box.
Set opacity to somewhere between 5 and 10 %.
Click OK

This puts a new layer over your image, now you can use the paint brush- set your colours to black and white, you use white to dodge black to burn.
Though this may sound complicated, it soon becomes second nature once your used to it and gives you alot more control of your dodging and burning- leaving you with a much more 'natural' image. Once you get the hang of it you can add new layers (using the same process i went through above) to slowly build up your dodging and burning- changing the opacity level in the layer box to a higher setting means you put more paint on the image- your burning will be darker, dodging lighter.
Using mulitple layers also allows you to take away a dodge layer if you think you have gone to far- and saves you stepping backward when you mess up- its almost like painting.