That's because you are not using IE. What you are seeing is a non-IE (watered down) version of the app. Therefore, first and foremost, you need to access OWA from Internet Explorer, otherwise you will not see the Rules section. Secondly, make sure forwarding is allowed from the Exchange server. Then:
- Click on the Options button at the top right of the Outlook Web Access screen
- Click on the Rules link on the left
- Click the New rule button
- Click Create a new rule for arriving messages. A new window opens. On the right underneath Do the following... click the link that says Forward or redirect... Options appear to "Forward to people or distribution lists" or "Redirect to people or distribution lists." Click the appropriate option for your requirements.
- Click the "people or distribution lists" link that appears in the left-hand panel. This opens up a new window where you can select who you wish to forward your mail to. Select from your contacts list or enter the desired email address directly in the "To" box at the bottom.
- Click OK when finished.
- Click Save to save your rule and activate your mail forwarding.
(This is from memory, so it might be a little outdated. See here a tutorial for OWA 2010.)