The multiple accounts feature is currently only available in
monero-wallet-cli. The GUI does allow for a user to generate and subsequently use multiple subaddresses though (confined to the same account for now). Furthermore, the GUI contributors have stated intention of adding the multiple accounts feature. In fact, there's already a preliminary pull request open that would add support for this particular feature:
The pull request has to be optimized for the current user interface though before it will be merged / implemented. I personally think we'll see an implementation later this year.
As a side note, in case you are using
monero-wallet-cli, you can create a new account by running the
account new command. Subsequently, you can switch between accounts by utilizing the
account switch <index #> command (note that the first account has an index of 0).