I don't have an "Agile" link with a drop-down in the top navigaition bar, so can't do this by viewing the issue/story in JIRA (last section on this page)

[Dan Geislinger]

This question is in reference to Atlassian Documentation: Adding an Issue to an Epic

I don't have an "Agile" link with a drop-down in the top navigaition bar, so can't do this by viewing the issue/story in JIRA (last section on this page)

[Nic Brough -Adaptavist-]

That tells us that you don't have access to JIRA Software.  Either you're using Core, or, more likely, your account is only set up to log into Core (and/or Service Desk).  As an admin check the application access your account has.