I would like to create a new platform to exchange contents and documents which can only be used by our team. The access should be restrict but the drop-down button to change it doesn't work. (see illustration below)
Does somebody know whether is possible and where I can change that setting?
One of the space permissions is the ability to set restrictions. More than likely is that you do not have the permission to set restrictions for pages in that space. You'll probably need to ask the space administrator to give your team those permissions.
On another note, if the information is just for your team, why not put it in a separate space that is restricted only to your team? Then you don't have to worry about setting page restrictions at all.