After setting up a new Search Center, I tried to add the Refinement Panel web part, but was unable to locate it.

Navigate to your Site Collection and enable Search Server Web Parts.

From Microsoft:
To activate the Search Server Web Part feature

To open the Site Settings page for the top-level (root) site of the upgraded site collection, append /_layouts/settings.aspx to the root site’s URL, as follows:

http://RootSiteURL/_layouts/settings.aspx

In the Site Collection Administration section of the Site Settings page, click Site collection features.

For Search Server Web Parts, click Activate.

Link for more detail:
http://msdn.microsoft.com/en-us/library/ff512796.aspx