If your machine is set to use SideFX as the license server, the File>Install Licenses option menu will be unavailable.

Select File>Change License Server in the License Administrator. Find your machine name in the Found Server(s) list and press the + button to add it to the Search Servers(s) list.

You can remove SideFX from the Search Server(s) list if you do not want to add the SideFX server to the server chain.

You can also re-order the license servers the machine is using.