Under my team-device, I can not find "Connect to my first device"

I’m a newbie of the platform.

I purchased free plan for Cloudflare Zero Trust and want to use VPN features.
when I was setting up it with the path: my team- device
I’m not able to find “Connect to my first device” statements

Can you please help to figure it out?

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Do you get any sort of error when you select Connect a device?