A device needs to be connected to a computer using a USB cable to be added to ESPHome. Once added, ESPHome will interact with the device wirelessly.
You are not browsing the dashboard over a secure connection (HTTPS). This prevents ESPHome from being able to install this on devices connected to this computer.
You will still be able to install ESPHome by connecting the device to the computer that runs the ESPHome dashboard.
Alternatively, you can use ESPHome Web to prepare a device for being used with ESPHome using this computer.