For a Team Managed project you are limited to the Group By options in the upper right corner. This is not part of the board settings.
For a Company Managed project click the ... button in the upper right corner of the board and select Board Settings.
Then click the Swimlanes option in the new window.
Under board settings > swimlanes
You knew that already, I think the problem is that you are looking at a board that does not have them, or you are not an admin of the board.
Talk to the board owners, they can add you as an admin.
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