CONFIG_ARM_APPENDED_DTB is not available for thedefaultarchitecture x86.
Result is shown for architecture arm

Use appended device tree blob to zImage (EXPERIMENTAL)

configname: CONFIG_ARM_APPENDED_DTB

Linux Kernel Configuration
└─>Boot options
└─>Use appended device tree blob to zImage (EXPERIMENTAL)
In linux kernel since version 3.1 (release Date: 2011-10-24)  
With this option, the boot code will look for a device tree binary
(DTB) appended to zImage
(e.g. cat zImage <filename>.dtb > zImage_w_dtb).

This is meant as a backward compatibility convenience for those
systems with a bootloader that can't be upgraded to accommodate
the documented boot protocol using a device tree.

Beware that there is very little in terms of protection against
this option being confused by leftover garbage in memory that might
look like a DTB header after a reboot if no actual DTB is appended
to zImage. Do not leave this option active in a production kernel
if you don't intend to always append a DTB. Proper passing of the
location into r2 of a bootloader provided DTB is always preferable
to this option.

depends
CONFIG_EXPERIMENTAL
CONFIG_OF
NOT CONFIG_ZBOOT_ROM