When I first test the camera I saw the 39 points squares. After testing and playing with the settings, now I end up like you one square only.
I could not get back to the oringal setting. Feel like to reset everything.
Read ur manual... They package it in ur box for a reason.
Basically u will see the 39AF points in action if u use matrix af or continous focusing mode... If using single af, then of cos can only see 1 focus point. But in single af, the 1 focus point should be able to cycle through all the 39 focus location.