You need to research armoured divisions in the lower part of the tech tree.
Researching the model may alter the brigade attachment but the division will only be upgraded/buildable when the armoured division is researched.
One major difference with trp is that armoured divisions are not available until after Geramny takes over Czechoslovakia or is at war (whichever is first).
There is a pop up at the beginning of each game that explains this.
This is to simulate thinking at the time (even amongst most German generals) that the tank was an infantry support weapon.
It was only after Germany showed the rest of the world how to use them, that other countries started forming what we recognise as armoured divisions.
Several countries such as UK, France, USA etc had their tank specialists who advocated armoured divisions during the 1930's but the military establishment ignored them.
This is simulated quite well in the game.
