so you will have to create them first.
There are three types of Mail Templates.
First, mail signatures which are appended automatically to systemmaila and manual mails, based on a three step check where they are coming from and from which event they are.
Second, mail templates. These are the ones you should enter in your language to get thet selection box.
Third, escalation mail. Both entrys i see in your pictures should be of this type.
Check out the language document "Mailtemplate labels" there must be ans entry like that:
lblMailTemplateTypeKey=Mail template|0~Mail Signature|1~Escalation mail|2
Thomas