Just launch a supplement for a TTRPG, but can’t seem to find where to set the genre, what am I missing? or is that just a part of the indexing process?

Nope, that has nothing to do with indexing. Use tags.

I believe you’re referring to the genre field on the edit page:

This only appears for video games at the moment, it’s just an extra tag field to encourage page uploader to add a higher level classification.

For other content types, you can select any number of genres from the tags input