You created a new Course but didn't select the SCORM App, after editing the Course and adding the SCORM App you do not see the 'My Learning Module'.
That is correct. When you create a Course and select the SCORM App it will automatically insert the SCORM App and the My Learning App Part on creation, this can only be done during course creation.
To add the SCORM App and My Learning App Part after Course creation you must:
A: Edit the Course in LMS365 and Activate the SCORM App and select the SCORM packages you want to deliver in the course site.
B: Go to the Course Site and add yourself to the Site Owners Group.
Site Settings >People and groups > Site Owners Group
C: Trust the SCORM Player 365
D: Edit the Course Page and Insert the "My Learning Modules App Part"
E: Delete the Course Completion App Part
F: Save page.