Hello Nguyen Van Duc 1 (CMC Consulting,
Thanks for reaching out.
From the error message received while running the New-CsApplicationAccessPolicy Teams PowerShell command is due to insufficient permissions. Please ensure that your account has been assigned the necessary roles to execute this command.
Please could you confirm the roles you have assigned? You will need the Teams Administrator assigned.
https://learn.microsoft.com/en-us/microsoftteams/using-admin-roles
Please let me know if you have further questions
You can mark it 'Accept Answer' if this helped.