The app list in the Kiosk Mode Policy is populated from the devices that are present on the group. If an app id present on any of the devices in the group it will be seen in the Kiosk Mode Policy.

I want to add an app in the "Kiosk Mode Policy", but do not find it in the list?

This is the case only when the app you are searching is not installed on any of the devices in the group. You will have to install this app on any of the devices in the group and then check the app list in the "Kiosk Mode Policy".