With the API Toolkit, you need to define a connection to a zOS Connect server on a zOS LPAR, they don't show up in the windows you are looking in
This link describes how you create a connection to a zOS Connect server on zOS
https://www.ibm.com/docs/en/zos-connect/3.0.0?topic=toolkit-connecting-zos-connect-server
This is the part you define a connection

Once set up you will see connection here:

If you are just starting out with zOS Connect, then you really should be using OpenAPI3 which comes with new way to create APIs called the designer, see
see
https://www.ibm.com/docs/en/zos-connect/3.0.0?topic=developing-apis-zosconnect-30