Your post is tagged that you are using the Cloud product. You may notice that article says:
"Platform Notice: Server and Data Center Only. This article only applies to Atlassian products on the server and data center platforms."
Please confirm for us, are you using Jira Cloud or Jira Server/Data Center?
Please tell us the steps you are executing and what you are experiencing when you are trying to associate an issue type with a screen, including any error messages you see. Screen images will be helpful.