If you don't see an option to add a custom connector, or the option is greyed out, you are most likely on a managed Claude or ChatGPT plan where a workspace owner or admin controls custom connectors. This is expected - individual members can't add a custom connector on their own.
On Claude Team and Enterprise: only an Owner or Primary Owner can add a custom connector, and the Owner adds it once for the whole organization. Ask your Owner to add Nessie in Organization settings → Connectors → Add → Custom → Web. Once the Owner has added Nessie, go to Customize → Connectors, find Nessie, and click Connect to authorize. You can then enable it for a conversation from the "+" menu in the chat composer → Connectors.
On ChatGPT Business, Enterprise, and Edu: custom MCP connectors require Developer Mode, which a workspace admin controls (off by default on Enterprise and Edu). Ask your admin to enable Developer mode / Create custom MCP connectors under Workspace Settings → Permissions & Roles → Connected Data, or to grant you that access by role.
See Adding the Nessie connector on Team and Enterprise plans for the full step-by-step on both providers.