Setting up Copilot for Service with Salesforce CRM

As a new subscriber to Copilot for Service, and a decades long user of Salesforce , I have struggled to set up Copilot for Service and particularly the connection to Service cloud. I have not been able to resolve :

• Installing the Power platform Connected app in Salesforce, primarily because I cannot find this app either in Connected Apps or Connected Apps Auth Usage. It is unclear form the setup documentation if this connect App is a managed app that should be available in the Salesforce App exchange or where we should find it.  I assume there is probably a quick resolution to my issue and i am just doing a couple of things wrong, but it would be great if the documentation provided more clarity. Could anyone who has successfully set up the Connected App provide some guidance with this step ?