The documentation page you referred to was meant for the next release of ADS. It was added to the ADS 2011 overview documentation page by mistake. That is the reason why you are not able to find the converter utility zip file in the ADS 2011 installation.
To create the ADS 2011 substrate and technology files from a .lay file, you can simply put the .lay file in an ADS 2009 project. Then convert the ADS 2009 project to ADS 2011. A library will be created with the layers definitions as in the .lay file. The .slm file can be directly imported into ADS 2011 from the substrate editor window, File