The menu "Apply montages" needs to rewrite the data and channel files, it is therefore not available from the original continuous file formats. You need to import epochs to your database before using it, as instructed in the SEEG/Epileptogenicity tutorial:
https://neuroimage.usc.edu/brainstorm/Tutorials/Epileptogenicity#Bipolar_montage
If you are a new Brainstorm user, or if you are not familiar with the different ways Brainstorm handles recordings, I would recommend you start by following the introduction tutorials using the example dataset provided. Then follow the two SEEG tutorials using the example datasets as well. Move on with processing your own recordings only with your are familiar with the software, this might save you a lot of time in trials and errors.