Go into the Gmail app. From the overflow menu (the three dots in the corner), choose Settings. In the settings window, choose the Gmail account you're using. (If you have more than one account, do the following for each in turn.) Notifications is the third option down. Turning it off will disable mail notifications.
In general, you should look for a notification setting inside the app first, and use the Settings app's Show notifications option as a last resort for apps that won't behave. If you disable notifications within an app, it can save battery power by not creating the notification at all, and possibly by turning off some background syncing in that app. If you use Android's override, the app still fetches all the data and creates the notification, which wastes battery power when Android throws the notification away.
As a footnote, I guess that the reason you can't find Gmail in the apps list is that you're looking in the list of downloaded apps. That list doesn't show apps that came with the phone. Swipe right twice from that list to see the list of all apps, which includes Gmail. You can also get to the app info quickly by long-pressing a notification from that app and clicking App info.