Initializing "Cloud App Security" - Create "App Connectors"

Hello,

I am new to the topic of "Cloud Access Security" and I would like to learn in more detail how to use it.
I have followed the following instructions to initially start:
https://docs.microsoft.com/de-de/cloud-app-security/getting-started-with-cloud-app-security
Unfortunately I can't get any further with the step 1 ("Set Instance visibility, protection and governance actions for your apps")

1. From the settings "gear" select  "App Connectors"

Unfortunately I have no menu item called "App Connectors"

Can someone help me and explain to me what I have to do to get the menu item "App Connectors" displayed for selection?

Thank you and regards,

Karsten