I'm the Admin and i made the account. Also, i already made a Dataset. Now i want to connect that dataset to a Storage Account in Azure but unfortunately I'm not able to do it, as you can see there's no button.
Ask your tenant admin to grant workspace admins permission to connect storage accounts
i suppose i am the Tenant Admin.
how can i connect/make a dataset from a CSV or a file in Storage account (Azure Data Lake Gen 2).
That dialog is for using your ADLS storage account as the location for your Data Flows. If you just want to load data from Azure Storage into a DataSet you don't need to do that. Just configure the connection in Power Query. See https://learn.microsoft.com/en-us/power-query/connectors/datalakestorage and https://learn.microsoft.com/en-us/powerquery-m/azurestorage-blobs