Permissions not setting on Identity (webasm project)

[ghost]

Hi!
Possibly the thing is in my Auth0 misconfiguration, but I cannot make this policies work at the end. After authentication is completed and navigating to /fetchdata page I see You're not authorized to reach this page.

Tried to expose identity's claims and they do not contain anything like
'permissions' => 'read:weather_forecast', but contains only basics claims such as nickname, email, sub, phone, updated_at...

How should I add this permissions in Auth0 settings to my users: on the user base, role, rule or api?