This does not appear in the Typeset -> Options and Packages menu because it is not one of the built-in packages.

If you want to carry on using the proprietary TrueTex system that comes with SW5.5, it might work with the ntheorem package which will need to downloaded

https://www.ctan.org/pkg/ntheorem

and installed into the appropriate locations within the TCITex directory. This is not something I have tried personally but it might work. In any case, you can have a look at the package documentation to see if it does what you want.

What I did some years ago was to install MikTeX (available for free) and set SW5.5 up as front end per the instructions given on the following web page:

http://home.datacomm.ch/paulsoderlind/Software/Software.html

It involves some reconfiguration of SW5.5 but is well worth the effort. MikTeX comes with a comprehensive package library which, I think, already includes ntheorem. Otherwise, once set up, MikTeX will install any missing packages needed to compile a particular document on the fly either automatically or after asking for permission.

Whichever setup is used, you will need to add

\usepackage[...]{ntheorem}

to the document preamble where the brackets [...] contain the options for the ntheorem package.

I hope this helps.