Story Points cannot be set. It is not on the appropriate screen, or unknown.
In Team-managed projects (next-gen projects), you need to have project admin permission or contact project admin to enable Estimation and select Story points option in Project Setting.
In Company-managed projects (classic projects), you need to have Jira Admin permission or contact your Jira Admin to add Story points field to all screen related to project.
Board does not have Story points field.
To fix this problem you need to contact Jira Admin for creating and enabling this field. (On classic project)
📌 Note: In Company-managed projects (classic projects), field based estimation must be “Story Points”