If you're playing in Polite mood (the mood is set in the KIA from the Options screen), then McCoy won't try to test everyone with the VK, only the most suspicious ones.

If you select the "User Choice" mood then the "Voigt-Kampff" option will appear in the dialogue choice popup. It may not appear there straight away for some suspects, but only after you've talked to them for a while.

In order for McCoy to submit Grigorian (the only prisoner in Act 1) to the VK test, McCoy must first have acquired Steele's interrogation recordings in his KIA. Those become available after a while (during Act 1 or Act 2) when McCoy downloads clues from the Mainframe. They may not be on there the first time you've synchronized your clues with the mainframe; Steele will upload them at some point when she's at the Police HQ.

Synchronizing clues with the Mainframe is done in the Police HQ, in the Mainframe room, by clicking on the Mainframe server to the right.