Tried googling, but nothing useful came up, other than it is supposed to be in settings → sharing, but I only have the ssh option there. Do I need to install a package for it to work?
Try installing gnome-remote-desktop.
sudo pacman -S gnome-connections
A remote desktop client for the GNOME desktop environment
Here’s the GitLab for more info: https://gitlab.gnome.org/GNOME/connections