Hi there Maya
Thats a good question and thanks for using QandA platform
Guess the required role You need to have a Global Administrator or Security Administrator role to accomplish this task. You would also need to be an Azure Owner or Contributor for the capacity resource to be able to associate capacity to Copilot for Security.
Have a look at this documentation for more details
https://video2.skills-academy.com/en-us/security-copilot/get-started-security-copilot
If this helps kindly accept the answer thanks much.