The 'New' button is grayed out. It is possible only to open scripts.
License type does not enable creation of new scripts.
If you have a Connect license, confirm that you have a Studio license which enables you to create new scripts. If you have a Runner license it is expected that you can only open and run scripts. Normally this would be done using the Excel add-in.
If you have a Central license, it is likely that you have not been granted a license specifically for Query or Transaction. Please contact your Central site administrator and have them confirm that you have both a Central and a Product license.