Hi nata_a,
I am Dave, I will help you with this.
Open Edge, then click the 3 dots at the top right and select Settings
In Settings, select 'Start, Home and New Tabs' then click 'Customize' in the New Tab Page Section.
Do you then get the gear icon to make the changes?
If not, in Edge settings, click About Microsoft Edge, is there an update that needs to be installed there, if not, what is your current version of Edge?