Hi Sue,
You usually get this error message when 1. the Monaco editor is not active and 2. when in the ribbon of the query design view you click the down arrow in the item Run and then choose Run Selected. So, you have to try pretty hard to get this to happen. ;-) You should just and directly click Run there.
In the first place, Run Selected only makes sense in (Monaco editor) SQL view of a query and it is wrong that it is displayed and active in design view. We have reported this to Microsoft and it has been fixed, i.e. deactivated, in the beta versions. However, this will not be available in the productive update channels until tomorrow at the earliest.
The reason why you cannot see the Monaco option item and therefore cannot activate the editor is most likely due to your security settings. The database must either be located in a Trusted Location or set as a Trusted Document, or you can alternatively Enable All Macros. All of this can be set in File - Options - Trust Center - Trust Center Settings.
Edit:
When I wrote my reply, I hadn't seen that you have Office/Access 2019. As the others have written, Monaco is only available in 365. So, changing security settings in 2019 will not help. You are probably just one more victim of the "Run Selected" ribbon item (+error msg) that shouldn't be available under such circumstances. Nevertheless, I leave the security info here for people who have the problem in 365.
Servus
Karl