Create custom data entities fails?!

Hi I am new to the community. Our company is introducing Office 365 / Teams.

I try to use Powerapps for a custom application. 

In that app I want to use two data sets with a 1:n realtionship.

I thought I need to use DATA->Entities to create the two data sets there, correct?

Unfortunately it tells me I am not allowed to create the entity.

Is this something I do wrong in general or something that needs configuration and who can alter this?!