I am trying to follow the instructions at this Analytics help page, and I cannot find the "Apply cost sources" box required in step 7. Has this been moved? Is it still necessary to link my Analytics and AdWords accounts?
Yes, it's been renamed. Click on Admin at the top, and then look for Custom Definitions, where you can upload this cost data.
Google suggests a better way to do this using the Adwords interface by Linking the Analytics Account and Adwords Account
I did try this with my two Adwords accounts and single Analytics account, and it works fine.