I've never seen an "advanced" section in the general android menu, though some apps have an "advanced" section in their settings. But if you are thinking about the "developer options", that's hidden in KitKat.
To find it, go to Settings > About > Software Information, find the "Build number" and tap on that repeatedly. After you've tapped maybe a dozen times it will tell you that you are now a developer, and then you will have the Developer Options menu in your Settings.
Why Google decided to hide it with some childish Easter Egg is beyond me, but that's how you find it.