The customization feature for EON Core and EON Steel is only available if you have DM5 version 1.2.54 or later installed on your PC or Mac. To check which version you have installed, go to Help » About.
When a new version of DM5 is available, the software will automatically prompt a notification and update if you confirm. After installing the latest version, the customization feature should be available.
See more about the Dive modes, styles and customization in the EON Core and EON Steel User Guides in the section: Customize dive modes with DM5