The payment methods you see during checkout depend on the delivery address you enter. Not every payment option is available for every country.
Make sure you first fill in your address completely. After that, the payment methods available for that country will automatically be shown.
For example: Klarna is only available in Europe. If you're ordering from a country outside Europe, Klarna won't appear as an option.
In short: fill in your address first, then check the available payment methods again.