Hi @Rohit Kulkarni,
Yes. You need install the latest SSMS. It seems that your SSMS is version 16.X. This only applies to SQL Server 2016 and prior versions. You can see your current SSMS version here.
From the SSMS navigation bar click on Help->About.. :
SSMS 19.0.1 is the latest general availability (GA) version. You can install it.
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