I am trying to set up Issue Security level, did all steps as per configure-issue-security-schemes .
But I cannot find Security Level Field anywhere in Jira.
As the link you provided states, "The security level lock icon will only appear if there's a security scheme set for the project. Only users with permission can set the issue security level."
Have you associated the security scheme with your project? If you go to the screens where you want to add the security level to, when you start typing in Security Level to the fields dropdown do you not see this field?