We only offer to add filters for taxonomies that are related to the post type that is going to be displayed. If you do not see any taxonomy in the filters list, chances are that you did not set a post type in the Content selection section of the View.
Just scroll up to the Content Selection section, set a post type and do not forget to save this section. Now, the filter popup should offer all the taxonomies related to that post type.
Let me know if you are satisfied with my answer and if I can do anything else for you.