The correct option is Create an approver group.

Creating an approver group is the first practical step when rolling out Microsoft Purview Privileged Access Management because the approval workflow needs defined approvers before policies can route requests. The approver group defines who can accept or deny elevated access requests and it is referenced by later configuration steps.

After you create the approver group you can create access policies that reference that group so requests are routed to the right people. The approver group must exist first so that policies and workflows can assign approval responsibilities correctly.

Enable Azure AD Privileged Identity Management is incorrect because Azure AD Privileged Identity Management is a separate service for managing Azure and Microsoft 365 role assignments. It is not the initial setup step for Purview Privileged Access Management and enabling it does not by itself configure Purview approval workflows.

Approve incoming privileged access requests is incorrect because approving requests is an operational activity that happens after the system and approvers are configured. You cannot meaningfully approve requests before you have created the approver group and policies that generate and route those requests.

Create an access policy in Purview is incorrect as the very first action because access policies typically reference approvers or approver groups. You generally create the approver group first and then create policies that assign that group as the approver for specific privileged actions.

Full AWS Practitioner Certification Question