How to get Linked (Vault) connection appear in the RDM?

Hi,

we are preparing a new RDM environment based on our old one for different set of users.
What we want is to have a "folder" which has different sub folder available with credential entries inside them.
After that, we want to link those credential entries with the associated VPN or RDP or other sessions through GUI and the Linked(Vault) option, but we only have Promt on connection, we don't have a drop down menu with all the credentials like in our old environment.
What can we do about it?
Or ould RDM environment has this:

Our new doesn't have it:

I tired to create a folder with the credentials in it, but nothing.
Thanks
Nikša