Wordpress 4.1 support Markdown syntax or I've to install a Plugin?

I read at:

http://ift.tt/1vN3VDt

Wordpress supports Markdown. But i not find at wy wordpress 4.1 the option to active Wordpress. Maybe the docs are obsolete?

Moreover I find a lot of Markdown related plugins for Wordpress and that makes me thing Markdown support is not available in wordpress by default.

Maybe someone could help me. Thanks.