There are two types of situations in which you can find, depending whether you're in Editor or Designer Mode:

+ In Editor Mode, if you click 'Create weight variable' nothing happen. What you need to do in order to create a weight variable, is to select variable(s) first in the variable list and then click on 'Create weight variable' button

+ In Designer Mode, if you click on the drop-down menu and nothing appears, means that you don't have any weight variable created/available. If you need to create one, just go back to 'Editor Mode' and follow the procedure above.

NB: Keep in mind that in Editor Mode, you can create/modify data even included the creation of weight variables, whereas in Designer mode you can simply use them (if available) to create your tables.