I found this topic in wiki: http://wiki.mikrotik.com/wiki/Manual:Tools/Dynamic_DNS
Is this tool still alive?

I was using it as recently as version 6.36 (but I bricked the router that had the script in it, and I had no backup - d'oh!)
I'd say it's alive and well.
In fact, they need to update the tool to support sending AAAA records!

What package contains this tool?

I think it's just built in.
It's a command line tool though.