Where are the periodic notes (monthly, quarterly and yearly)?

Periodic notes are calendar notes for days, weeks, months, quarters, and years. Daily and weekly notes are enabled by default (daily notes can't be disabled) and monthly, quarterly and yearly are disabled by default, so your sidebar doesn't become too cluttered with types of notes you may not want to use.

You can enable and disable periodic notes inside Preferences > Calendar (on Mac and iOS):

As you enable or disable them your sidebar will be reloaded and will show or hide the periodic notes:

Use Cases

While you manage your daily tasks in your daily notes, you can expand your planning horizon in weekly, monthly, quarterly, and yearly notes and think bigger. Use it to plan long-term projects and to set yourself goals to achieve. Then regularly visit your periodic notes to review and correct course as needed. Read more about it here: Review Your Year With NotePlan (with Template).