You want to create a generative design study, but the desired study type isn't listed in the Create Study dialog.
Issue: A study type consists of the DYN file that is created using Dynamo plus its associated Dependencies folder. The Create Study dialog lists study types from the selected folder only if both of those reside in the folder.
Solution:
To see an example, open the folder for the sample study types: %PROGRAMDATA%\Autodesk\AECGD\Revit\Samples <release>\<language-locale>
When you open the Create Study dialog and select the folder from the drop-down list, the study type displays in the dialog.