The Roadmaps feature is currently only available in Next-Gen projects. If you have an existing Jira Software project, it probably isn't a Next-Gen project.
A quick way to tell is by looking at the left sidebar on the Project Settings section. If it's a Next-Gen project, it will have the Features option:
If you don't see Features in Project settings, the project is not a Next-Gen project. If you'd like to play around with Roadmaps at that point, I'd recommend creating a new Next-Gen project to try it out. You can Move issues from the current project to the new Next-Gen project if you want to "switch" your project to Next-Gen. Just be aware that some features such as workflow editing are not available in Next-Gen projects yet.
According to a previous post from one of our product managers, it doesn't look like there are plans to bring the Roadmap features to Classic projects currently. Some folks have been using Jira Portfolio or Easy Agile Roadmaps as alternatives if they aren't able to try out next-gen projects.
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