How to generate Rules for anomaly detection ML?

When I go to Kibana->Alerts and Actions I only see Alerts and Connectors and not Rules, I want to create a rule/generate alerts for anomaly detection(ML job) but I do not see Rules or anomaly detection alert, how do I enable this? thank you

If by "Rules" you mean "custom exceptions for Anomaly Detection Jobs", then:

Click on the gear icon next to an anomaly for the job in the ML UI:

...and you will see the popup:

...which opens the flyout:

Or if you prefer, you can set rules via the API

If you want to create Alerts for ML jobs then go the ML jobs page, click the ... icon for the job:

and define an alert rule:

Is there a specific version of Elasticsearch I need? Both of these options I do no have, for example the second one when i click ... I dont see "Create alert rule" , only start data feed, clone job, edit job, delete job

The alerts for ML were revamped from using Watcher to using Kibana Rules/Alerts starting in v7.12 I believe. The above are screenshots from v7.15