I believe that I found the solution to the missing "Capital Gains Worksheet" issue by the usual software trial and error method.  Yes, this 2019 worksheet does not appear to be included in the 2020 ProSeries Tax release ... but since I don't work for Intuit, I can't confirm this.

Here's how to record the sale of RSU shares that were withheld to cover a client's income tax withholding liabilities:

1. Open the "Form 1099-B Wks" worksheet. Record the sale of the RSU shares that were withheld to cover the client's income tax withholding liabilities here.

2. Open the "Capital g/l adj." worksheet. Scroll down to Part III. "Specific Adjustments".  Check the box next to "Check this box for employee stock sales requiring adjustments."  You don't need to record anything else here.

3. Open the "Emp Stock Wks" worksheet. Scroll down to Part VI, "Restricted Stock Units (RSUs".  Record the details of the RSU release here.

4. Open the "ESP Comp Wks" worksheet. You should now see the Compensation Income attributed to the client as a result of the exercise of this particular RSU.

5. Repeat the above steps for however many stock options that the client received or exercised during the year.

That's it.