SI Captcha for Wordpress is mentioned in the S2 Member General Options
We’ve excluded this functionality on purpose, because many site owners prefer to use a more comprehensive CAPTCHA plugin that encompasses all aspects of their site. We recommend this one
It might be time to update that section as it is no longer available for the following reason.
si-captcha-for-wordpress
This plugin has been closed as of December 14, 2018 and is not available for download. This closure is permanent. Reason: Guideline Violation.