Just been watching the instruction video on B+w conversion.She goes to presets and a whole list of preset effects[sepia,selinium etc] are pre installed.I have Lightroom 3.6 but have no preset available under Lightroom presets on the left of my screen.
In the Develop module, open the presets panel (by default on the left), and there is a category called "Lightroom Presets". Twirl down the arrow to list all of them and you should see "Creative - cyanotype", "Creative - Selenium Tone", etc
Those are present even in Lightroom 2 (sorry, don't have LR1 here on my laptop to check it).
It is possible to delete the presets, in which case you'll have to import them (if they're still on disk), or reinstall Lightroom or copy them from another install and import them if they aren't still on your disk.