Swap is not named. It is just swap. In the installation process you choose
or create a small partition that is no more than twice your RAM. You were
looking under mount points. You just need to choose use space and set the
format as swap. It takes care of the rest. If you have more than one tiny
unused space it can use both. On subsequent installations you will not have
to do this as it will automatically locate and set up swap.
It is good that you were impressed. Linux distros have made great strides in
making installation simple. Ubuntu is no exception and has one of the best
instlalers, IMO.