Hey there, jatuphong.
Welcome to the Apple Support Communities! Thanks for posting your question about adding effects to a Live Photo. We'd be glad to see how we can help.
The screenshot you posted is small, but from what we can see, it looks like that file is a video rather than a Live Photo. Let us know if that isn't correct. We made this conclusion based on the controls at the bottom including a play button and a mute button, which generally will appear on videos and not Live Photos. On a Live Photo, you'll normally have a share button, a heart you can click to like the photo, an Edit button and the trash icon to delete the photo. If this is indeed a short video rather than a Live Photo, it's expected that the Effects section wouldn't appear.
Review the Take and edit Live Photos page that brought you here to ensure that you're following the steps to take a Live Photo rather than a short video.
Be well.