I am not familiar with the interface to Rights Management built into Catia, I'm not sure if it gives you that ability to create policies from within Catia or not, but I don't believe there is any "add-in", Rights Management was OEM'd into Catia.
Typically, policies are created via a web based interface to Rights Management ES. If you have Administrative permissions to the RM server, you can create policies.
Regards
Steve