Missing Custom Connectors option in Power Bi Preview Feature

Hi,

I am using Power BI Desktop Version: 2.79.5768.663 64-bit (March, 2020). I want to add new custom connectors in Power BI. But the problem is there is no option for custom connectors in preview feature. I have read this blog and tried to overcome this issue. But I didn't. Please help me with the solve the issue. And find below screenshot for better understanding. 

Thanks,

Jay