Based on the information you are providing, it seems that the Azure Administrator of your Subscription has created a Policy that does not allow people to create inbound rules.
Since you told us you are new to Azure, you should know that Azure Policy helps to enforce organizational standards and to assess compliance at-scale.
That said, my suggestion is either ask the person to add the rule to your VM or to remove the policy, so you can add the NSG to your VM and then enable the policy back once you are done.
Please let us know if you need further assistance.
Thanks,
Vinicius Deschamps
https://viniciusdeschamps.com.br