I found it at last, at the front-facing side of the shift stick. But
it's not really a button, but more like a toggle and you operate it with
your index finger, rather than with your thumb. Without anybody pointing
it out, it's not in an obvious location. I wonder why the Owner's Manual
does not mention it.
But even so, that shift "button" doesn't make moving the shift stick
from R to P easy while the engine is still running. I have to press on
the brake pedal REAL HARD while also putting a lot of pressure on the
stick to move it from R to P. I don't feel it should be that much harder
to shift to P than to other positions. It wasn't on other AT cars I've
driven.