You will find it under "Global Elements" tab -> double click on the "Salesforce Config" -> "General" tab -> "Advanced" Section -> "Can Clear Fields by Updating Field to Null" dropdown and select True.
Otherwise, if you leave it unchecked when using the "Invoke apex rest method" or "Invoke apex soap method" operation, or if you are using the Update or Upsert operation, you should modify your DataWeave Transform to make use of "fieldsToNull".
For example:
.. "FirstName": null, (fieldsToNull: ["FirstName"]) if (payload.FirstName == null)
%dw 2.0 output application/json import * from dw::core::Objects --- [{ Id: '000012345', FirstName: payload.FirstName__c, MiddleName: payload.MiddleName__c, LastName: payload.LastName__c, Company: payload.Company__c, Email: payload.Email__c, ( fieldsToNull: valueSet(payload mapObject (( key: $$ ) if(($ == null) or (isEmpty($))) ))) }]
%dw 2.0
output application/json
import * from dw::core::Objects
---
payload mapObject ((($$): $) if ($ != null)) ++
"fieldsToNull": valueSet(payload mapObject (( key: $$ ) if(($ == null) or (isEmpty($))) ) )
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