I can't find it anywhere!
When you are signing up, underneath the Email entry there is an option to receive market messages or not. Ticking this box will allow you to receive the newsletter.
If you have already signed up, go to Profile Overview and go to the bottom of the page, and there should be an option:
I would like to receive marketing email messages, including information about future online games, from The Pokémon Company International.
Tick this box.