You'll find the Dodge and Burn tools on the tool palette, about half way down. Clicking and holding on the tool button will reveal a small tool menu, from which you can select Dodge, Burn or Sponge tools. We'll ignore the sponge tool for today.
Dodge, with the icon of a black disk on a stick, is used to lighten an area. Burn, represented by a hand making an "O" shape, is used to make things darker.
When you select either tool you'll see some new tool parameters at the top of the screen. The first is the brush size selector which you've most likely seen before. Both dodging and burning are best done using a soft-edged brush.
The other controls allow you to tailor the effects of the tool. You can select whether it will have its strongest effects on shadows, mid-tones or highlights, and also adjust the intensity of the effect via the exposure slider.