It is possible to create a CDT from the instance Appian give you to learn?

Just checked and confirmed that CDTs don't seem to be available in the new community edition They probably decided to exclude them since you can't apply security on a CDT.

CDTs and Data Stores are not supported in Appian Community Edition. You have to upgrade to create one.

I'd almost assume it has more to do with the fact that we don't have direct access to the DB there, so it would be difficult to manage CDTs, prevent naming conflicts, make retroactive column changes, or various other things along those lines that sometimes or always require direct DB access?