Filters doesnt show – for Image Grid/Slider/Carousel

`Hello,
I am unable to run Filters for a prepared image gallery.

In the Filters tab, I see a “Select Taxonomy” box with a selection box, but this box is empty. There is no list, I cannot select anything.

Where should I enter the image categories so that images can be filtered and “Select taxonomy” becomes active?

I have described the images in the Query/Add images tab. I created a gallery, there I gave titles and descriptions for each image.

Where should I enter categories of images or what should I set so that Filters / “Select taxonomy” becomes active and images can be filtered by categories?

Best regards,
Sebastian