For each product to have options e.g. colours, sizes, those options must be setup in general Attributes.

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Then each product can be edited to add the required Attributes.

Against “Product Data” change “Simple Product” to “Variable”

Then add an attribute. Update the product at this point.

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Choose values for each attribute, clicking only those available to customers for that product.

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Where different prices for each size, for each attribute choose and add the details of price, weights, dimensions, etc.
If there are different prices for say colours for the same size, add more variations of the same size with different colours.

Update the product.