No Directory User Roles

Hi Support Team,

I am currently using Directory plugin on my site. After installation, I suppose there will be new user roles that will appear in "Capabilities Settings" tab, in the dropdown selection of roles? Those are "Directory Member Not Paid" and "Directory Member Paid"? There is none for me, only default roles of wordpress are appearing.

I did a test of signing-up. After successful payment, a new user has been created but no role is assigned. It only says "None" under the user's role. Which also means it has no access in profile page and cannot add listings.

What could be the problem?

Thanks