Lets see how to enable Copilot for a given App.
1. Go to make.powerapps.com and go to Apps (usually I go to Solutions)
2. Then open the selected App, Go to Settings > Features and Enable the feature by selecting On for Enable M365 Copilot in model-driven apps.
3. Then Save and publish.
4. Now I can see Copilot Chat window in left hand side when open the App modification window.
*Note: This configuration will not come into effect immediately. As per this writing, in my case, it took hours!