Hi, Welcome to TWHL!
I'm assuming that you can see other entities, but not the func_ options. If that's not the case let me know.
There are two types of entities: Point entities, and Brush entities. Point entities are the ones you can see in the list on the right when you are using the entity tool. Brush entities cannot be placed, they need to be attached to brushwork in the map.
Create a block using the brush tool, select it, and then click the "Move Selected to Entity" button that's located just above the list of entities on the right side. It will convert the brush into an entity, and then you can select the type of the entity from the properties dialog that will appear (this is where you will see your func_ entities).