@CVinter we are updating the experience, you can start using it now here : azure-search-power-skills/Text/CustomNER at main · Azure-Samples/azure-search-power-skills (github.com)
To explore your issue, you will need to download the indexer executable as documented here (CognitiveServicesLanguageUtilities/CustomTextAnalytics.CognitiveSearch at main · microsoft/CognitiveServicesLanguageUtilities (github.com))
After downloading, either:
run tool manually:
open powershell/cmd
cd to your cli tool directory
and run command
run automatically
add the cli tool directory to your PATH environment variable