If you can't select a detention session to add students to, this means there aren't any upcoming detention sessions scheduled.
Detention sessions need to be scheduled each year - you can see how to do this here: Copying Behaviour over to this next year
Still can’t issue detentions?
Check and amend whether your school allows you to issue detentions without logging an incident from the same Detentions tab. You can see more information about this process here: Setting up detentions
You may also see an item on your To Do list to resolve: To Do list for expired detentions from a previous academic year