For the App Store version you need to add Coherence Mode. The App Store version is pretty much not worth the time to use and download without it. If we wanted to have a VB/VM without the ability for coherence we'd just use VirtualBox from Oracle, which is free. Why pay for something that doesn't have the features you want?
Hello, coherence mode is not available in Parallels Desktop App Store by design. If you want to use that feature kindly purchase and move to Parallels Desktop Standard Edition.