Your title doesn't say about it, just says Kit Kat..
Anyways here is the manual for it on the Z1. If you don't find it on your device, it could be Sony Canada removed it. See if those steps gives u it.
EDIT - Just asked my buddy to check his Telus Z1. He said his doesn't have it either. Seems like it's a Sony Canada removal. Best thing to do Is contact Sony Canada Support and see if they can give you a answer. Rogers doesn't have a say if Sony removes something from the update.
According to other forums it's under Call Log -> Menu -> Enable Answering Machine. (I do not own a Z1 so I can't verify the info.)