Hello Roman,
The Licensing sample should work fine for you given a Pro 2.2.2 installation. If you have had success compiling and running other samples, then as long as the Licensing sample add-in is in a well-known folder, you should indeed see the "External Extensions" entry appear on the Licensing tab. Perhaps check the add-in manager to ensure the add-in is showing as installed. If not, you might also double-check the Config.daml to ensure you have set the add-in's desktopVersion="2.0.0". If you have an older set of 1.x samples installed, these would by default not have the newer value set and would not load in a Pro 2.x installation.