Can you share your php flarum info
output so we can be sure which extension you have installed?
The link you shared is to the old extension that has now been forked into the FoF Cookie Consent extension, so it might behave differently from the official extension. However the README does show the new FriendsOfFlarum command so you might still have installed the "correct" extension if you followed the commands in the README.
The original extension by FriendsOfFlarum should definitely have settings in your screenshot. You can try to force a browser page refresh to see if anything else appears (CTRL+F5). A proxy service like Cloudflare can sometimes create issues with the assets refresh.