The gift option settings in Wrapped are found on the main app dashboard. Open Wrapped in your Shopify admin and select the appropriate gift option.
Press Customize on the gift option you are looking to customize and configure.
At a glance you will see if the Theme is active (app embed turned on), which gift options are active and which gift blocks are turned on. This tells you exactly what is turned on. If you see blue statuses like "Offline" and/or "Draft" this means it is not turned on (and will not appear in your Shopify storefront). Green means Go!