It could be a number of things. The obvious one to check is whether you have Workbench included as part of your Qlikview Server License (it will say this within the LEF key on the management console if you have bought this separately). Without that nothing will be visible or selectable from the drop down lists and you will not be able to utlilise the workbench tools, even though you are able to install them.
The other thing to check is that the qlikview document(s) you are trying to select objects from are visible to the qlikview server, i.e. they are loaded into the management console and are visible on the access point.