Where is Nokia Glance?

If you have a Nokia 1020 it is already installed.
If you have a Nokia 928 (Verizon), Nokia 925 (T-Mobile), or Nokia 920 (ATT) then you will have to update your phone first.
Go to...
Settings > Phone Update > Check for Updates and allow your phone to update.
...then after your phone has updated go to...
Settings > display+touch > touch (swipe to the left or "touch" the touch) there you will find the settings for Nokia Glance.