Are you trying to search or make a filter for a folder that isn't available offline? Check the Synchronization & Storage setting in Account Settings.

I'm trying to create a filter for a folder. What kind of settings do I need to check? Thank you!

Tools/Account Settings, select the account, then Synchronization & Storage in the right pane. If 'Keep messages for all folders...' is checked, you should see the Body rule in the filter window.