CONFIG_NFETH is not available for thedefaultarchitecture x86.
Result is shown for architecture m68k

NatFeat Ethernet support

modulename: nfeth.ko

configname: CONFIG_NFETH

Linux Kernel Configuration
└─>Platform devices
└─>NatFeat Ethernet support
In linux kernel since version 2.6.39 (release Date: 2011-05-18)  
Say Y to include support for the ARAnyM NatFeat network device
which will emulate a regular ethernet device while presenting an
ethertap device to the host system.

source code: