In my training and consulting I often run into people who are not sure if they are a Site Owner or a Site Collection Administrator.
If you don't see the link, don't stop yet… you may be in a subsite. Look for "Go to top level site settings" and if you see it, click it.
Here's the "Site collection administrators" links:
Note: You could have Full Control as a Site Owner or be a Site Collection Administrator and still not be able to do everything in your site. Your SharePoint server administrators can block certain features like creating subsites, even if you have Full Control.