Seems like you are trying to create classes in out of the box PegaRules application. PegaRules application is a standard package and it consists with locked rulesets so we can only build our applications on top of it to extend the capabilities. Use new application wizard to create a new application which will create application rulesets to be used in your own application. If you follow the System Architect course you will understand this more.
As I mentioned can you post screenshots of your .... -> 1. current application rule 2. Application Ruleset also. Seems like you are referring application context with no unlocked rulesets or in a branch.