There are two ways to add Version to a task. Let's start with the easiest one.
​Before you add a new version, please, check if a board and its task are connected to a project. 

That's it. You are done with creating a version.

As promised, here is the second option:

     2. Open Versions tab
     3. Name it and set a planned date > Click Add

     4. After that, go to a board, open a task, choose Add…> Version. You will see a list        of Versions that you've created, choose the one you need. 

In case you can’t see any versions in the dropdown list, please make sure that the board belongs to the project.

If you don’t see any information about a project like in the picture below:

Then you should assign the board to a project where you created the version: