See the Open folder icon on the right of the dialogue. You first have to load the "Superscript" transform script.
Otherwise, if you wish to apply the bold transformation to selected glyphs, you can compose your own script from the available features on the left of the dialogue.
For example, you would first add a scale command, then a bold command.
The "Superscript" transform script inserts characters into the superscript character set, composes them from figures using complete composites, then decomposes them, then scales them, then makes them bolder, then moves them vertically to compensate.
See the tutorial thread on Working with Transform Scripts