What do I do when it say you can not make an account with your Apple ID on other apps?

Not all apps accept Sign In with Apple. You will have to create a user ID and password for the app that isn't an Apple ID.

Is this a child Apple ID? If so, you just may not have permissions yet to create accounts on third party apps using that. You should be able to create an account using standard means like providing your email address and a password, though.