Are you in region, where Apple Intelligence is supported? See: How to get Apple Intelligence - Apple Support (EG)
For macOS 15.1 it is still not available in the European Union:
"Supported languages
Apple Intelligence is available in English (Australia), English (Canada), English (Ireland), English (New Zealand), English (South Africa), English (UK), and English (US) in most regions around the world. In April, a software update will deliver expanded language support, with more coming throughout the year. Chinese, English (India), English (Singapore), French, German, Italian, Japanese, Korean, Portuguese, Spanish, Vietnamese, and other languages will be supported.
After you get started with Apple Intelligence, it will continue to work when you travel to other regions around the world.
For European Union residents
Apple Intelligence is available with macOS Sequoia 15.1 or later on supported Mac models.
For iOS 18.1 and later, and iPadOS 18.1 and later, Apple Intelligence will not currently work if you are in the EU and if your Apple Account Country/Region is also in the EU. If traveling outside of the EU, Apple Intelligence will work on your iPhone or iPad if your language and Siri language are set to a supported language.
In April, many of the core features of Apple Intelligence will start to roll out to iPhone and iPad users in the EU.
For China residents
Apple Intelligence will not currently work for supported devices purchased in China mainland. For supported devices purchased outside of China mainland, Apple Intelligence will not currently work if you are in China mainland and if your Apple Account Country/Region is also in China mainland.
When Apple Intelligence is available in the EU or China mainland, previously purchased devices that support Apple Intelligence will be able to activate and use it in that region. "