Also there's a mesh panel in another place (to tell the ZD to enable mesh)!
Be aware that mesh is pretty much a one way shot. Once enabled on the ZD controller you cannot disable it (though you can stop the APs using it) which has a possible 50% bandwidth hit (depending on environment).
So be very sure you want/need it. It's one of those sounds great features, let's have it just in case, but there's a hidden penalty.