When I go to Maintain Forms and click on the
Buttons option, it does not allow me select the
OK, Continue, or Cancel options. It goes directly
to Default button which is NONE.

You need to check the Standard Options "Save and Exit", "Exit" and "Continue" first to be able to have them as buttons on your form.

In which session do I check the standard options?
Thank you for your reply.

In Maintain Forms you saw already the Buttons option. There is also a Standard options option.