Yah, i was wondering where my hidden fun stuf was. I though every map had one?
Not in 40d. Indeed, in 40d, you're unlikely to have HFS. You see, when you embark, there are 3 maps. The leftmost one, the local map, shows the smallest scale, and is 16x16 tiles wide. The central one shows the region map. If the tile you're on on the region map is a mountain, there is exactly one tile on the local map that has HFS in it, and it can very well be so deep into the mountains that you can't embark on top of it. That's 1 in 256 tiles on the local map that has HFS, actually less since it absolutely will be under the mountains and you can't embark on a map without non-mountains. Since you probably only cover a 6x6 (or less) area with your fort, you're fairly unlikely to have HFS on your map.
If you don't have any mountain biome at all on your map, it's completely impossible to have HFS, chasms, bottomless pits, underground rivers, or underground pools on your map in 40d. If you don't remember what your biomes were when you embarked, check the surface to see if you have any large areas that are completely devoid of soil, ice, murky pools, and plants. That's probably mountain. Dig around under them to find underground features.
In the more recent versions (31.01 and up), there is indeed HFS on virtually every map, as underground features have been allowed to appear under places that aren't mountains, and HFS now appears 1 in every ~4 local tiles instead of 1 per mountain region tile. Seriously, 31.x is just
better than 40d, so when you start a new fort, I highly suggest switching.