This functionality can (and should) be disabled by AAD administrators. This prevents every user to clutter the AAD with all kinds of app registrations. So, please ask your administrator to activate this for you.
If you are the administrator, please follow the next steps (or ask your administrator to do so):
- log into the azure portal
- Go to the Azure Active Directory
- select User settings (under manage) in the left column
- check the value that is highlighted for 'App registrations'. This needs to be set to 'yes'