Not sure if I understand your question.
If you are missing the security item in MyFirstModule, then your security is turned off.
Open the security settings in your app configuration, turn security to prototype/demo or Production and confirm with OK.
This will enable the security item in the modules
I advice you take the rapid learning path first: https://academy.mendix.com/link/paths/31/Become-a-Rapid-Developer
Especially the security module: https://academy.mendix.com/link/modules/96/lectures/787/9.1-Introduction
More about security in the Mendix documentation: https://docs.mendix.com/refguide/security/