Missing exporting to .pov files in the 2.1.5 version

[micheus]

Am I missing something or those POV features were not included in the 2.1+ version?

Probably yeah.
You need to go to menu Edit->Plug-in Preferences->POV-Ray and setup the executable path.
After that, you must be able to see all the dialogs related to POV-Ray.

Noticed I do recommend you to use the 3.7 since I did a couple of additions in 2016 that will require it:
- New ambient light settings that allow us to use SkyBox, SkyDome and HDRI - check this post
- A comparison between the HDR+SkySphere and the workaround that enabled us to hide the background HDR+Sphere - post
- rendering quality - post
- SSLT - post
- Camera mode - post

You don't need to install the plugin linked in that thread since it was already added to the latest Wings3D version.