I am trying to enable the healthbars at the bottom of the screen and I found I have to access it in the options, but I pressed every key and no option bar came out, and the weird thing is I see this screen:

http://lparchive.org/Ultima-VII-The-Black-Gate/Update%202/5-U7_0A_05.png

http://lparchive.org/Ultima-VII-The-Black-Gate/Update%202/7-U7_0A_07.png

But I have not made the screen pop out, what do I do?

The screenshots are from Exult, not the original Ultima VII engine. Exult is a modern source port, it takes in the the original game's content, but uses its own (superior) programing:
http://exult.sourceforge.net
(use the current snapshot; it says "unstable", but it isn't)