You do not get a reaction every time you are attacked, but only if you have an appropriate ability or spell that can be used as a reaction. Many classes don't yet have these (especially as some of the things that you'd expect to be set up as reactions, like attacks of opportunity, or like reactions even though they're probably more appropriately described as conditional effects, like sneak attack, haven't yet been converted to use the new system).
If you do have any reactions available, they'll be shown on a new tab on your character sheet, with an icons up at the top that let you swap between inventory, spell/action book and the new reaction one.
Let me know if you can't find it and I'll grab a screenshot to illustrate.
If you let me know what class you're playing, I can also perhaps help explain what, if any, reactions you might get access to.