The options will display if the Enable Trigger is activated.
Add a menu trigger, it is a trigger to show menu items by mouseover like the below video:
Please upload an image for the trigger at least, it supports PNG, SVG, GIF or JPG format file. The Alternative Version Image is optional(eg for a special Background color), you can define the image size and spacing for the trigger.
The trigger options are available with the 4 header layouts: