If you don't see the type you need, Cancel out of this dialog and try a different Paper Size in the previous step. At the Paper Type dropdown list, select the type of your media (letterhead). Then dropdown the "Copies & Pages" list to display Printer Features.
So, as an example, to print on letterhead: (Contrast this to other printers, where you specify a particular tray to print from, and your job comes out on whatever media happens to be in that tray at the time.) It's up to the Xerox device to figure out which tray holds the media that matches your print request. Then, when you approach the device, you put that kind of media in the bypass tray and confirm it (by type, size, and color) on the front panel. With Xerox devices, when you initiate printing from your desk, you choose the kind of media you plan to use (by type, size, and color) from the print properties dialog. (not the color you print, but using colored paper in a paper tray)