New Pathfinder game for me (Playing a PC)
 

I am having the following issues:
Unable to add Alternate Racial Traits for my Gnome, Mainly Fey Magic. I did purchase the Advanced Players guide add on.
I am attempting on both The Program and the online versions.

Also I would like to add the following traits to my Character and this is also unavailable:
Fey Protection
Clever Word Play
Self Taught Scholar

I know this is kinda basic but I would Appreciate any assistance

Thank you

The Traits (mini-feats) and Alternate Racial Traits (modify race features) you've listed come from a variety of sources, none of which are the Advanced Players Guide. Most come from the books in the Player Companion and Campaign Setting lines.

You can check which book(s) you need to own and have enabled in Hero Lab at the Archives of Nethys:

Gnome (all Alternate Racial Traits) - Clever Wordplay - Fey Protection - Self-Taught Scholar

Hope this helps.