The two header files you're referring to aren't really there for detecting features, they're there to tell the wolfSSL library which features it should build with. You can search the files to see if features are being used or not though. Depending on the configuration of the wolfSSL library, it can use different settings files under different names.
The options.h file is generated and used when the wolfSSL library is configured and built with automake tools and the configure script. The settings.h file is used for setting OS-specific options that the wolfSSL library will use. Every application using the wolfSSL library should be including the file wolfssl/wolfcrypt/settings.h before including any other wolfSSL headers, and I see that it is being included in examples/client/client.c around line 27. Is this the client you're referring to?
If you had any other questions or information that was needed, please feel free to let me know.