Assuming that you created a blank app to start. The Manual setup of Native mobile apps requires some work and can be a big task for someone just evaluating the platform.
You can do this manually by downloading the native mobile modules from the Marketplace into your project.
My Recommendation is that you instead use the Blank Native Mobile Quickstart Template when creating your project – It does everything for you and you can focus on actually building the app.
Read this doc page if you get stuck https://docs.mendix.com/howto8/mobile/getting-started-with-native-mobile/#31-starting-a-quickstarter-app
Hope this helps!