This is normal.
1) Cohorts will not show up on the Add method pull down list unless at least one Cohort actually exists in your system. Please see the documentation.
2) The plugin 'Enrol by user profile fields' has to be configured first before you can add it in courses. You should check on the plugin page for how to configure it.
3) Category enrolments never appear on the Add method pull down menu: you don't add it to a Course, you add it to the Category. Please see the documentation.