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Hi Saroj Tamang Yonjan
Would you please provide more details about the policy which you have created? Are you seeing this on every device? If you’ve selected the Android Enterprise mode, you must set up Android Enterprise for your organization before you can enroll devices.
On the device list you can see the management mode in which the device is. If it says Device, then the device has not been setup in Android Enterprise Management mode. In that case you have the choice to create a Legacy Device policy and use that on the device. In Central Mobile Setup check if it support the Legacy device mode.
You can only setup Enterprise Device mode during initial setup of a device. So you need to do a factory reset. During initlal setup connect to the App Store with account afw#sophos which will install the Sophos Mobile Control app. After enrolling the device you will see Enterprise Management mode and you can apply Enterprise policies.