The manual is a little misleading. As you have said there is no cascading menu but the instructions are somewhat correct.
You have to open the [MixConsole] mixer window and navigate thought the menu icons until you find the “Set up windows layout” icon (upper right corner).
Click on the icon and the “Set up windows layout” window appears.
Then select (tick) the “Channel Rack” option and magically the [HARDWARE] windows will appear in the [MixConsole] upper zone for all the corresponding active UR-RT Input channels…
Nevertheless I strongly suggest Steinberg staff provide the Operation Manual with a better description of this important part, I spend almost an hour to figure out how to activate it!
Pier