I open either the KPI or KPI dashboard page, under Analysis in CRM V3.0, but I cannot find the task button to Customize the dashboard. Where can I find this option?
The KPI Customize Dashboard task does not exist in the Webshell, in V3.x but it does exist in the ClickOnce/Smart Client app that you can get to from your Start page. From there, select the Analysis icon, then select KPI dashboard. From there, you will have 2 icons to launch into Customize dashboard - one in the navigator and one on top of the main page.
The button to Customize the KPI Dashboard has been added to the Webshell in V4.x