Before being able to add interests to your Facebook Ads account, you'll need to make sure the ad set is live inside your Facebook Ads account.
In case you can't select your ad set on the "Apply to Adset" page, it means your adset is not yet created inside your Facebook Ads account.
In case you are using the Facebook Ads Power Editor, you'll need to make sure your ad set is published, and not in "draft". You can keep the ads "paused" to make sure the ads won't start running until you are ready.
Please watch the following video with more information:
How to get your support tickets resolved faster
Statistics have shown us that the more you tell us when you report an issue, the faster we solve that ticket. So...
1 - If you have screengrabs, please include them. A picture is worth a thousand words.
2 - If you have recorded a video showing the issue you're having, please include that as well. A video is worth a million words.
We recommend a free service called Loom for creating these videos. (this is a link to https://www.useloom.com/)
3 - To speed up ticket resolution, follow these useful tips How to Write the Perfect Support Ticket (That Gets Results Fast)