I refer to Q&A no. 11999 that says: "While in Customize mode, you can right-click the placeholder to change how the tabs will look. For example, the Use Visual Styles option will draw then in a different style:" ... and then there is a clip with the following lines: Cut, Copy, Paste, Delete, Edit, Begin a Group, Full Width, Tabs on Bottom, Transparent Tabs, Use Visual Styles and Insert New".
However, I do not see "Use Visual Styles" on my computer, cf. the clip below:
You are right-clicking the Thumbnail Size slider, which doesn't have a Use Visual Styles option.
It looks like you haven't added the styles tabs to your toolbar yet. You added a new, blank toolbar but missed that step. (Maybe because the FAQ was a bit hard to read; I've fixed the formatting problems with it, caused by the forum software changing under us.)
You need to drag Lister Styles - Tabs to your toolbar.
