Well, it seems I found a way and it worked !
The idea is to get a web site asking for being able to display notifications. In order to do this, I launched discord online and activated notification in discord’s settings, I got the Alert, clicked allow (for discord notifications) and then, brave appeared in the windows settings ! Then, I could finally use these settings as the FAQ link shows : Brave Ads Windows 10 Troubleshooting.
I hope this will help some people !