If you would like to use a font weight or style that isn’t available to sync, you'll need to acquire a desktop license from the foundry or designer directly. Each family page includes this information at the top; for example, JAF Facit is from Just Another Foundry.
Some of the web fonts in the Typekit library are separated into multiple families, such as Proxima Nova and Proxima Nova Alt. These fonts were added to the Typekit library when web browsers were only beginning to explore CSS support for OpenType features, and so Typekit worked with the foundry to create different versions of the font family. This made it possible for users to access the small caps, lowercase numbers, and alternate characters in the font, independent of the browser's OpenType support.
This limitation doesn’t typically exist in design applications, so alternate font families aren't needed for sync. If you are using Proxima Nova Alt on the web, for instance, you can sync Proxima Nova and enable the Alt glyphs from the application’s OpenType panel.