It won't let me click this option and I cannot figure out why.
These icons all are OpenType features; a specific .otf file may or may not support any or all of them. In this case, your version of Lobster (shudder) doesn't support the ordinals feature.
Lobster 1.3 does not have the glyphs for ordinals. The 2.001 version available from Google Fonts includes the glyphs and the OpenType feature.
BTW, the fact that it is a .ttf file doesn't preclude it form having OpenType features. It only indicates that it has TrueType outlines.