There could be a few reasons, here are some ones to check:
- The collections associated with the filters are empty (filters won't appear if there are no products to show). Let's say your 'Blue' filter is not showing - please, check the 'Blue' collection has filters in it. You can click on the 'Source' column to go to the collection.
- The app is not installed on your live theme. You can run the Theme Install from the Theme Installers link in the sidebar.
- There are no filter groups added in the Filter Menu admin.
- Make sure you have pressed 'Save and Update' in the top right corner
- The app is hidden in the theme settings. Please, check under Themes -> Customise -> Filter Menu, then right at the end of the list.
- The sidebar is disabled, please make sure you enable it through your Theme Settings.
If that does not help, then contact support and ask for them to have a closer look.