Are you clicking on edit for the forum or the forum category? The forum category doesn't have any options except for the name and will display depending on permissions for the forums in that category. So all you need to do is to edit the permission for the forums inside the categories. Look for this option:
You can set moderators on the edit forum page (same page where you set the visibility permission. Just click username in the box on the left (registered users) and it will move that name to the box on the right (moderators). After you save it will make them a moderator.