We don't build CAN into the standard firmware by default anymore. Its mostly due to the size of the firmware, the 1MB hardware flash limit and the other vehicles code size are really close to that 1MB. So we moved CAN to above 1MB as its the least used feature and quite large.
So the question for you is do you have new ArduPilot hardware that is fixed and capable of accessing all 2MB of its flash? To check you need to open an NSH prompt. In Mission Planner open the "Flight Data" tab and connect to your ArduPilot firmware over the usb cable. Once connected and parameters have download go to the terminal view and select NSH from the drop down box and click "Connect". You should see an "nsh>" prompt. From here type the command "ver all" and hit enter. If you see a WARNING WARNING WARNING message then you have older hardware and we have a problem. If you don't see that your good to go. More details on getting the NSH prompt on this page:
So, if you don't see the warnings you need to go to the ArduPilot firmware download site and choose the _v3 firmware which has CAN in it. So if you have Pixhawk you would go here
and download that to your computer. Then in Mission Planner go to "Install Firmware" and choose "Load custom firmware" from the bottom right side and choose that _v3 firmware and you should be good to go.
Let us know how you get on.