Taking everything at face value and that you are trying to do this with a Classic console, and after playing with it a bit, what I've found is that unless my user record has Service Cloud User
checked, I do not get the option to create console-type apps in the Classic UI.
This conforms to Salesforce help which states that you can only create a console if you either have the Service Cloud User
permission or the Sales Console
permission (as well as the standard View Setup and Configuration
and Customize Application
perms you would normally need to use Setup).
My (very old) DE org has a standard permission set called Saleforce Console User which can be assigned to yourself to enable the Sales Console
user perm.
Your user record is where you find the tickbox to assign yourself the Service Cloud User
permission.
Indeed, the fact that you have the unallocated permission in your screen shot verifies that the org you are working with has no users enabled for Sales Console (therefore no one who can create a console). Once you assign the permission to yourself, you should see the Used Licenses (Licencias Utilizadas) column value go to 1 to indicate it is in use.