Hello zen_raj,
Is this a Canvas app you have embedded in Dynamics via an Iframe or through a model driven app?
The message that pops up usually appears if you have not given the site permissions to use the control, if you run inprivate/incognito mode on your browser and login and navigate to the same page do you get a prompt for permission, or a message saying the pop-up is blocked?

If so, make sure you select allow.
If selecting allow is not working or there is no pop-up being prompted, then please open an ticket with the Support Desk so that we can look more into the issue and gather additional details on why it is failling