The owner's manual shows the forward-most allen screw on the left side holding a sling swivel, but mine doesn't have that. It might be a cost-cutting measure they started doing. I got a 3rd-gen UTS 15 brand new and it also didn't come with iron sights, the "breaching" choke, or the multi tool.
Their website sells slings, but not any way to attach them which is weird. There are aftermarket sling attachment points that clip to rails. If your gun didn't come with sling attachments, that's probably what you're gonna have to use.
Both the iron sights and the breaching choke are optional upgrades, they don't come stock in the box.