I didn't see any options to do this in the pull window. What should I do?
When the repository is cloned, you will see all of the remote branches under "Remotes" in the Sidebar.
If any content is missing, you can click Fetch to fetch all objects necessary to complete the history for all branches and tags in the remote repository.
If you can see it in SourceTree, it's stored on your computer. If you want to check out one of the branches, double click it. You can switch to any of the branches whenever you want without an Internet connection.
There is no way to — and no need to — "pull all branches".