Regions do not display in "Demonstrate block regions"
Try switching the administration theme you're using, to a theme shipped with Drupal core.
Or refer to the article &quot;Demonstrate block regions&quot; missing in Drupal 7 for some more hints about this. Here are some quotes from it:

On a fresh install, you should see &quot;Demonstrate block regions&quot; when you go to admin/structure/block.  If somebody has played around with the block settings on your Admin theme, this selection might disappear.
Make sure that “System help” is assigned to a region (probably ‘Help’) in your Admin theme (probably 'Seven’).  Go to 'configure’ for the 'System help’ block and make sure that the visibility settings are not restricted in some way.

Another possibilities you may want to try (haven't had a chance myself to try that, sorry):

inspired by Issue # 996214, which is about another theme though:

Verify if the &quot;System Help&quot; block is placed in the help region.


inspired by Issue # 1392206, which is about another theme though:

You might need to turn on the Help module in core modules.