Well, there's a thing under "filters" for it, but I don't know if it works. What is it supposed to do?

That's a post-processing filter, it doesn't really do true antialiasing. All it does is blur the image after it's been calculated. A true antialiasing system renders a given pixel multiple times with different position offsets, and averages those renders. It doesn't simply smear the image.

The best example of true real-time fractal antialiasing can be seen in Fractal eXtreme. It works well in Ultra Fractal, too, but since that program only does it for disk-renders, you can't easily see it as an A/B comparison. So if you really want to see what AA does, load up the demo of Fractal eXtreme.